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Symphonies
Inverse- Hold or Invest|8d IEF RSI vs 45d PSQ RSI + KMLM RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, stay in T‑Bills unless bonds look weak and the inverse Nasdaq trend is strong. If “on,” split between 3x inverse biotech (LABD) and 3x inverse long‑Treasuries (TMV) only when a trend gauge (KMLM) is strong; anything else sits in T‑Bills.
NutHow it works
Each day it checks a simple 0–100 “recent strength” score (RSI). If 7–10y Treasuries (IEF, 8‑day score) look weaker than the 45‑day score of an inverse Nasdaq fund (PSQ), it tries inverse trades; otherwise it parks in T‑Bills (BIL). When “on,” it buys: (1) a 3x bear biotech fund (LABD) and/or (2) a 3x bear long‑Treasury fund (TMV) only if each looks weak versus a trend barometer (KMLM, a managed‑futures ETF). It splits money equally among picks; anything not picked stays in BIL.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P 500: ~31% annualized return vs ~19%, Sharpe 1.37 vs 1.14, Calmar 2.04, max drawdown 15% vs 19%. Higher returns with lower risk in a risk-managed sleeve.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.59-0.80.16-0.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
91.27%13.43%-1.77%0.2%0.83
Inverse- Hold or Invest|8d IEF RSI vs 45d PSQ RSI + KMLM RSI
764.31%52.05%5.6%9.71%1.41
Initial Investment
$10,000.00
Final Value
$86,431.29
Regulatory Fees
$213.45
Total Slippage
$1,351.80
Invest in this strategy
OOS Start Date
Mar 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, inverse etfs, leveraged etfs, rsi momentum, trend-following, managed futures proxy, volatility filter, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
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
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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.

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

The symphony is currently allocated toTMVandLABD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.17%. 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.