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Symphonies
Holy Grail | KMLM | Simplified | No FR | Longer backtest
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend-and-momentum switch: ride tech uptrends with leverage (QLD), move to T‑bills when tech underperforms managed‑futures (KMLM), and short tech or own bonds in downtrends. Uses 200‑day trend, RSI, and recent return checks.
NutHow it works
Step 1: Is the S&P 500 (SPY) above its 200‑day average? If yes, it mostly buys QLD (a 2x tech-heavy index). If tech (XLK) is weaker than a managed‑futures index (KMLM), it parks in T‑bills (BIL). If SPY is below its 200‑day, it flips among inverse tech (PSQ = −1x, QID = −2x), long bonds (TLT/IEF/AGG), or brief 3x bounce plays (TECL/SPXL) using RSI (0–100 gauge of recent gains/losses) and short/long averages.
CheckmarkValue prop
Out-of-sample, this regime-driven trend strategy captures tech rallies with selective leverage and risk-off shifts, delivering ~96% vs SPY ~51% and Calmar ~6.34—strong risk-adjusted upside despite larger drawdowns.

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Invest in this strategy
OOS Start Date
Apr 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend following,tactical asset allocation,leveraged etfs,market timing,risk-on/risk-off
Tickers in this symphonyThis symphony trades 13 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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.23%. 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.