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Symphonies
Frankenstein V1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, momentum‑driven mix of US stocks (SPY/QQQ and NVDA/TSLA/META), gold/Treasuries, a trend‑following futures fund (KMLM), and T‑bills. It leans into recent winners and shifts to bonds/cash when picks weaken.
NutHow it works
Rebalanced daily: - 30%: top 2 by 6‑mo return from SPY (S&P 500), GLD (gold), TLH (10–20yr Treasuries). - 35%: top 2 by 3‑mo return from QQQ/NVDA/TSLA/META; if a stock is below its 200‑day avg, use QQQ instead. - 20%: KMLM (trend‑following futures in commodities/currencies/bonds) if it beats SHY (short Treasuries) over 3‑mo; else SHY. - 15%: TWFG only if its 1‑mo return is positive and beats T‑bills; else TFLO. Return = past gain; 200‑day avg = long‑term trend.
CheckmarkValue prop
Multi-asset, momentum/trend strategy with gold, bonds, and futures hedges. Out-of-sample Calmar ~3 and beta ~0.81 signal strong risk-adjusted performance and equity-bond diversification, offering steadier returns and downside resilience vs S&P 500.

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Invest in this strategy
OOS Start Date
Jul 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend following, tactical asset allocation, multi-asset, tech tilt, managed futures, bonds/cash
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toNVDA, SHY, SPY, TWFG, TSLAandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frankenstein V1" has returned 16.57%. 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, crypto, and options.