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(C) Simons KMLM switcher (single pops)| A.R. 466% / D.D. 22% V2 Since 2022 (market inverse)
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A high-risk, RSI-driven switcher between UVXY and a two-asset rotation of TECL/SOXL/SVIX plus a hedging pick (SQQQ or TLT); designed to capture big moves since 2022 using a single-pop, momentum-based decision framework.
NutHow it works
Plain-language view: 1) Start with cash or fully invested in the chosen asset set for the period. 2) Check several momentum screens: if the 10-day RSI of certain market proxies (e.g., QQQE and others like VTV, VOX, TECL, VOOG, VOOV, XLP) is above 79, treat that as a signal to jump into UVXY (betting on rising volatility). 3) If none of those screens fire, switch to the “Combined Pop Bot” path: look at TECL, SOXL and SVIX, rank them by their 10-day RSI, pick the two with the lowest readings (the ones with relatively weaker momentum in the last 10 days) and allocate to them. 4) In a parallel check, pick one asset from SQQQ or TLT based on which shows a stronger RSI signal. 5) The result is a concentrated, high-leverage exposure designed to ride big moves rather than provide steady income. 6) There is no ongoing fixed rebalancing; the allocation is determined by this one-step decision logic rather than periodic tuning. 7) The approach relies heavily on leverage and a narrow set of signals, so it can produce large gains in favorable periods but can also incur deep drawdowns when markets reverse.
CheckmarkValue prop
Out-of-sample shows higher upside and better risk-adjusted performance vs the S&P: ~77.6% annualized return, Sharpe ~1.11, Calmar ~2.47. Expect more volatility and drawdowns (~31%), but far stronger growth potential.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
2.250.690.020.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
59.05%12.63%-2.02%-1.16%0.77
294,021.48%674.79%4.22%-1.93%3.05
Initial Investment
$10,000.00
Final Value
$29,412,148.42
Regulatory Fees
$82,941.80
Total Slippage
$584,765.04
Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, rsi momentum, rotation strategy, single-pop switcher, volatility hedging, us equities sectors
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street 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 ETF
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 toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 94.23%. 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, and options.