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

About

Daily, rule-based, risk-on/risk-off plan: moves to T‑bills when overheated, buys 3× tech on dips or uptrends, and flips short tech when a managed‑futures “storm detector” (KMLM) warns of trouble; uses bonds/hedges in downtrends.
NutHow it works
It uses simple “thermometers” of market heat (RSI: a 0–100 hot/cold meter). If markets look too hot (>~79), it parks in BIL (T‑bills). If they look washed‑out (<~30), it buys 3× bull funds (TQQQ=Nasdaq, SPXL=S&P). Otherwise it checks the S&P 500’s 200‑day trend. In uptrends it rides tech (TECL tech, SOXL semis, TQQQ Nasdaq); in downtrends it prefers hedges (PSQ/SQQQ = short Nasdaq) and bonds. KMLM (a managed‑futures “storm detector”) helps flip long/short tech. Rebalanced daily; high risk.
CheckmarkValue prop
Out-of-sample, this strategy aims for ~46% annualized return vs ~21% for the S&P, with Calmar ~1.13 and built-in risk controls (T-bill hedges, futures filter) to navigate crises—accepting higher drawdowns (~41%).

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum/trend, risk-on/risk-off, leveraged etfs, tech/nasdaq focus, managed-futures filter, daily rebalance
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 92.77%. 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.