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Symphonies
Feaver Frontrunner V3 BIL only>KMLM | 2.1 XLK RSI KMLM 20d SMA Switcher WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/risk-off timer: often sits in T‑bills when markets look overheated, buys sharp dips, rides tech in uptrends unless a managed‑futures gauge turns defensive, and in downtrends rotates to inverse Nasdaq, Treasuries, or BTAL.
NutHow it works
Daily checks a short‑term heat gauge (RSI). Too hot → mostly T‑bills (BIL) plus sometimes a small diversifier (BTAL: long low‑risk/short high‑risk). Very oversold → buy a bounce with 3x tech/Nasdaq funds. Else use the 200‑day trend: in uptrends ride tech unless a managed‑futures fund (KMLM) flashes risk, then flip short; in downtrends favor inverse Nasdaq, Treasuries, or BTAL.
CheckmarkValue prop
Out-of-sample return ~46% vs SPY ~22%; Calmar ~1.13. Dynamic hedges and trend timing aim for big upside in volatility with risk controls, but ~41% max drawdown and higher beta mean more volatility than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.640.1100.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
97.31%14.09%-0.15%0.4%0.86
Feaver Frontrunner V3 BIL only>KMLM | 2.1 XLK RSI KMLM 20d SMA Switcher WM 74
161,790.56%319.35%14.52%23.83%2.5
Initial Investment
$10,000.00
Final Value
$16,189,055.54
Regulatory Fees
$26,848.67
Total Slippage
$185,116.23
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, trend following, leveraged etfs, risk on/risk off, managed futures, bonds hedge
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toTECS, SOXSandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.90%. 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.