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Symphonies
Feaver Frontrunner V3 SGOV only KMLM Switch Wash Sale ALgo 1 WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tech‑tilted strategy that shifts daily between T‑bills, leveraged longs, inverse ETFs, or a hedged fund. It parks in cash when markets overheat, buys dips when oversold, and uses the S&P 200‑day trend plus a managed‑futures (KMLM) signal to go risk‑on or risk‑off.
NutHow it works
Daily, it does: 1) If short‑term momentum (RSI, 0–100; high=hot, low=cold) in major indexes is very high (>79), move to SGOV (T‑bills). 2) If 2x Nasdaq (QLD) or 2x S&P (SPUU) is very oversold (RSI<30), buy it. 3) Else use the S&P 500 200‑day trend: above=uptrend → hold 2x tech/QQQ/S&P unless a trend‑following fund (KMLM—managed futures) is strong, then use inverse ETFs; below=downtrend → short tech or use a hedged fund (CLSE), guided by bond signals.
CheckmarkValue prop
Out-of-sample edge: Calmar 3.04, Sharpe 1.44 vs 1.15, annualized return 64% vs 21%. Daily rules with cash guardrails, trend filters, and hedges aim for higher upside with disciplined risk vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.070.290.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
70.22%14.66%2.19%5.01%0.86
Feaver Frontrunner V3 SGOV only KMLM Switch Wash Sale ALgo 1 WM 74
5,607.13%182.91%-7.1%-3.48%2.88
Initial Investment
$10,000.00
Final Value
$570,712.85
Regulatory Fees
$1,371.34
Total Slippage
$8,515.91
Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum (rsi), trend filter (200-day), leveraged etfs, long/short hedging, managed-futures signal, daily rebalance, tech-tilted
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CLSE
Convergence Long/Short Equity ETF
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
QID
ProShares UltraShort 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 toREW, QIDandSDS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 64.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.21%. 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.