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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

Aggressive, event‑driven swing system. It buys UVXY when markets look overheated, buys 3× stock ETFs on deep dips, and otherwise switches by comparing tech vs KMLM to choose bullish (TECL/SOXL/SVIX) or defensive (SQQQ/TLT) trades.
NutHow it works
Daily it uses a 0–100 “heat meter” of recent moves (RSI, 10 days). 1) If many stock indexes/sectors look very hot (~80+), it buys UVXY, which jumps when stocks drop (a short volatility pop). 2) Else, if certain 3× stock ETFs look very cold (~30 or less), it buys that ETF for a rebound (TECL, SOXL, SPXL, or LABU). 3) Else, it compares tech (XLK) vs KMLM: if tech is stronger, buy the two coolest of TECL/SOXL/SVIX; if KMLM is stronger, hold the stronger of SQQQ or TLT.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.11 vs 0.91; annualized return ~77.6% vs 16.1%; Calmar ~2.47. Drawdowns are larger (~31% vs 19%), but regime-switching tech/volatility edges drive higher upside.

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Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility trading, regime switching, momentum, mean reversion
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 91.86%. 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.