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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

High-risk tactical system: hunts VIX pops when markets look overheated (UVXY), buys 3× equity funds on deep dips, and otherwise flips between risk‑on tech/semis/short‑vol and defensive short Nasdaq or Treasuries using KMLM as a simple regime gauge.
NutHow it works
RSI is a 0–100 speedometer of recent price: high = overheated, low = washed‑out. KMLM is a managed‑futures fund that often does well when stocks struggle. • If several market/sector ETFs look overheated (RSI ≈80+), buy UVXY (VIX) to catch a volatility pop. • Else buy 3× stock ETFs on deep dips (RSI<30). • If no dips, check regime: if tech (XLK) beats KMLM, buy the most beaten‑down of TECL/SOXL/SVIX; else hold whichever is stronger of SQQQ or TLT. Very high risk.
CheckmarkValue prop
Out-of-sample, this strategy targets big upside: ~78% annualized return vs SPY ~16%, with Calmar ~2.47 and Sharpe ~1.11. Drawdowns can be larger, but risk-adjusted growth is superior via volatility/regime timing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.240.710.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.88%13.44%-0.15%0.4%0.81
(C) Simons KMLM switcher (single pops)| A.R. 466% / D.D. 22% V2 Since 2022 (market inverse)
268,973.02%670%-2.75%-2.94%3.04
Initial Investment
$10,000.00
Final Value
$26,907,302.39
Regulatory Fees
$79,054.57
Total Slippage
$557,101.18
Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, volatility timing, leveraged etfs, mean reversion, trend following, risk-on/off, managed futures, vix
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
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 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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 84.82%. 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.