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Symphonies
Feaver Frontrunner V3>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

Aggressive, daily tactical strategy: a 60% active sleeve flips among a volatility spike bet, leveraged tech longs/shorts, and Nasdaq hedges using short‑term “hot/cold” gauges, a 200‑day S&P filter, and KMLM (managed‑futures) as a trend barometer.
NutHow it works
60% of the portfolio runs a daily rules engine. It first checks RSI (a short‑term “hot/cold” gauge) on broad markets. If very hot, it bets on a volatility spike via UVXY, buffered with T‑bills (BIL) and anti‑beta (BTAL). If very cold, it buys leveraged stock funds. Otherwise it uses the S&P 500’s 200‑day average to pick Bull or Bear. In Bull it rides or shorts tech/semis using KMLM—a managed‑futures trend barometer. In Bear it flips between Nasdaq longs/shorts using bond‑strength signals.
CheckmarkValue prop
Out-of-sample annualized return ~46% vs SPY ~21%, with Calmar ~1.13. A dynamic, regime-switching approach combines volatility, tech momentum, and macro trend signals with ballast to capture upside while controlling risk—edge over the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.89-0.010-0
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
97.31%14.09%-0.15%0.4%0.86
Feaver Frontrunner V3>KMLM | 2.1 XLK RSI KMLM 20d SMA Switcher WM 74
508,218.43%423.57%14.52%23.83%2.76
Initial Investment
$10,000.00
Final Value
$50,831,843.28
Regulatory Fees
$79,073.90
Total Slippage
$558,045.69
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, mean reversion, regime switching, leveraged etfs, volatility, trend following, daily rebalance, tech/semis
Tickers in this symphonyThis symphony trades 24 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 82.60%. 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.