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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 fast, high‑risk, daily switcher: hedge with UVXY when markets look overheated; otherwise buy dips in 3x equity ETFs; if no dip, toggle between tech/short‑vol and steadier managed‑futures/dollar/bonds. Expect big swings and rapid shifts.
NutHow it works
Each day it checks three things: 1) If many stock indexes/sectors look overheated on a short‑term “speedometer” (RSI), it buys UVXY (a volatility spike hedge). 2) If volatility is already high, it flips between VIXM and 3x S&P (SPXL). 3) If calm, it buys sharp dips in 3x tech/semis/S&P. If no dip, it picks either aggressive tech/short‑vol or a steadier mix (KMLM, FTLS, dollar, Treasuries) based on which is pushing up more.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.38 vs S&P 1.30, annualized return ≈107%, Calmar ≈3.89. Drawdowns larger (≈27.5% vs 18.8%), but dynamic hedging and regime-switching target big upside when markets move.

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Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, volatility trading, mean‑reversion dips, momentum/regime switch, managed futures, daily rebalanced, high risk
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
State Street 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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 119.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.50%. 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, and options.