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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

Tech‑first, tactical timer: levered long Nasdaq in bull phases; flips to cash, Treasuries, or short Nasdaq in bears. Decisions use a 200‑day trend filter plus RSI and short‑term return/trend checks. High turnover and high risk.
NutHow it works
Calls the market “bull” when SPY is above its 200‑day average (a long‑term trend line); otherwise “bear.” • Bull: usually buys QLD (2x Nasdaq 100). If tech (XLK) looks weaker than managed‑futures KMLM, it holds BIL (T‑bills). • Bear: toggles among PSQ/QID (short Nasdaq), Treasuries (TLT/IEF/AGG), or brief 3x bull bursts (TECL/SPXL) using RSI (0–100 gauge of recent speed; low=oversold) plus short‑term trend/return checks. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this tech-led strategy targets higher upside with strong risk-adjusted returns vs SPY: ~96.5% annualized vs 50.6%, Calmar ~6.34. Daily rebalancing with hedges (bills, Treasuries, shorts) seeks growth with disciplined risk; bear markets may see larger drawdowns.

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Invest in this strategy
OOS Start Date
Apr 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, leveraged etfs, inverse etfs, risk-on/risk-off, tech-heavy, treasuries, managed futures
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 Shares
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 85.96%. 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.