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Symphonies
(C) Simons KMLM switcher (single pops)| A.R. 466% / D.D. 22% V2 Since 2022 (market inverse)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Short-term switcher: buys UVXY when markets look overheated, buys 3× bull tech/semis/biotech when oversold, otherwise flips between rebound trades and defensive picks (SQQQ or TLT) using a tech vs KMLM trend check. Very high risk.
NutHow it works
Goal: trade quick swings. It watches a 10‑day “heat score” (RSI, 0–100) on the market and sectors. - Overheated (~80+): buy a volatility spike fund (UVXY). - Oversold (~30 or less): buy 3× bull ETFs for a bounce (TECL tech, SOXL semis, LABU biotech). - Otherwise: if tech (XLK) beats KMLM (a trend‑following futures fund), buy two weak rebound picks from TECL/SOXL/SVIX; else hold the stronger of short Nasdaq (SQQQ) or long Treasuries (TLT). Uses leveraged/inverse ETFs; very high risk.
CheckmarkValue prop
Out-of-sample edge: a regime-switching, event-driven approach that captures volatility spikes and oversold rebounds. It shows higher Sharpe, strong Calmar, and far higher annualized returns than the S&P 500— with higher but manageable drawdowns.

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Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rsi, mean-reversion, volatility pops, regime switch, leveraged/inverse etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
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
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX 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 84.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.43%. 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.