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Symphonies
Hedge + Step By Step 0009 + KMLM INV VOL WM 74 | Serenity Ratio weighted
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑driven strategy that rides tech/semiconductor uptrends but quickly shifts to crash hedges (VIX, inverse ETFs, Treasuries/T‑bills) when stress hits. KMLM’s trend acts as a safety check—especially against semiconductors. High risk, actively managed.
NutHow it works
Every day the system asks: is the market hot, cold, or crashing? It: - Rides uptrends with fast‑moving tech/semis (often 3x ETFs). - If things look overheated or panic‑like, it flips to hedges (VIX funds, inverse stock ETFs, Treasuries, or T‑bills). - KMLM (a trend‑following futures ETF) is used as a cross‑check for the semiconductor sleeve: if KMLM’s trend looks better than chips, it dials down chip risk. - “RSI” is a quick 0–100 ‘hot/cold’ score; >~80 is stretched up, <~30 is washed out. - Position sizes scale down when volatility rises to keep risk more balanced.
CheckmarkValue prop
Out-of-sample, this strategy rides tech upside with crash hedges, delivering ~54.8% annualized return vs ~31.1% for the S&P and a Calmar ~4.34—indicating strong upside with disciplined risk. 175-day backtest.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.960.870.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.78%13.03%1.36%5.73%0.77
Hedge + Step By Step 0009 + KMLM INV VOL WM 74 | Serenity Ratio weighted
3,913.56%173.43%-0.4%14.57%2.68
Initial Investment
$10,000.00
Final Value
$401,355.69
Regulatory Fees
$1,213.46
Total Slippage
$7,588.22
Invest in this strategy
OOS Start Date
Jun 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Hedged momentum, sector rotation, volatility hedging, leveraged etfs, bond momentum, managed futures tilt, tactical allocation
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toPGR, SOXL, QQQ, COKE, CURE, NVO, SVXY, TECL, TQQQ, LLY, SHV, EDZ, TMV, VIXM, BIL, COSTandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.62%. 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.