Skip to Content
Symphonies
Frankenstein V1
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑rebalanced, multi‑asset momentum strategy: picks leaders among US stocks, gold, and Treasuries; tilts to top tech names with trend checks; adds managed‑futures when effective; and uses cash‑like Treasuries when signals weaken.
NutHow it works
- 30%: Each day, pick the 2 best performers over ~9 months from SPY (US stocks), GLD (gold), TLH (long Treasuries). - 35%: Pick the 2 strongest over ~3 months from QQQ, NVDA, TSLA, META. If a stock isn’t above its 200‑day average (long‑term trend), use QQQ instead. - 20%: Hold KMLM (managed‑futures ETF) only if it’s beaten SHY (short Treasuries) over ~3 months; else hold SHY. - 15%: Hold TWFG only if its ~1‑month return is positive and beats SGOV; else hold TFLO (floating‑rate Treasuries).
CheckmarkValue prop
Diversified momentum across stocks, gold, and bonds with strong risk controls. Lower beta (~0.79), solid downside protection (Calmar 3.53), and ~19% annualized out-of-sample return—vs SPY's 23.6%—with improved risk management.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.650.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
25.44%15.81%0.54%-0.34%0.94
Frankenstein V1
31.88%19.64%0.96%1.23%1.3
Initial Investment
$10,000.00
Final Value
$13,188.26
Regulatory Fees
$16.61
Total Slippage
$72.58
Invest in this strategy
OOS Start Date
Jul 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset momentum, trend-following, tech tilt, gold, treasuries, managed futures, tactical allocation
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
NVDA
Nvidia Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TFLO
iShares Treasury Floating Rate Bond ETF
Stocks
TLH
iShares 10-20 Year Treasury Bond ETF
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.

"Frankenstein V1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frankenstein V1" is currently allocated toQQQ, NVDA, SPY, GLD, TFLOandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frankenstein V1" has returned 11.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frankenstein V1" is 5.46%. 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 "Frankenstein V1", 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.