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Symphonies
(C - F) TECL KMLM switcher (single pops) MonkeyBusiness WM74| (976/29%MDD) 72%STDev
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “pop catcher” that buys UVXY when stocks look overheated, buys 3x stock funds on sharp dips, and otherwise switches between tech/short-vol bounces and a calmer basket (KMLM/FTLS/UUP/bonds/vol). Very aggressive; uses leveraged and volatility ETFs.
NutHow it works
Daily check of short-term “heat.” RSI ≈ how stretched prices are: high = overheated, low = washed out. • If many stock funds look very hot, buy UVXY (spikes when markets drop). • If volatility is already hot, hold VIXM or SPXL. • If stocks look washed out, buy TECL/SOXL/SPXL (3x bulls). • Else: if tech beats KMLM, pick TECL or SVIX (short vol) for a bounce; if not, hold a calmer trio from KMLM/FTLS/UUP/bonds/vol.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.43 vs 1.30 for SPY; Calmar 4.10; annualized return 111.36% vs 23.73%. Strong risk-adjusted upside from dynamic hedges and mean-reversion, with higher, but manageable, drawdowns in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.481.490.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.43%14.2%2.19%5.01%0.84
(C - F) TECL KMLM switcher (single pops) MonkeyBusiness WM74| (976/29%MDD) 72%STDev
28,823.78%353.97%-8.14%-7.87%2.78
Initial Investment
$10,000.00
Final Value
$2,892,378.12
Regulatory Fees
$9,610.69
Total Slippage
$63,136.95
Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalanced, rsi-based, leveraged etfs, volatility etps, mean reversion, momentum, risk-on/risk-off, managed futures
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 111.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.16%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.