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Symphonies
KMLM sorter V3 - (Longer BT, STD instead of CR)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical strategy: buy VIX funds when markets look overheated, buy leveraged tech/semis when they look washed out, and otherwise park in KMLM (managed futures) or other defensives. Uses RSI-style “hot/cold” readings. Very high risk.
NutHow it works
Think of a thermometer for markets. It watches key indexes and sectors with a hot/cold gauge (RSI). If things look very hot, it buys VIX funds (UVXY/VIXY) that often jump when stocks dip. If tech or semis look washed out, it buys quick‑rebound plays (TECL/SOXL/SPXL). When nothing is extreme, it moves to KMLM—a managed‑futures fund that trends across commodities, bonds and currencies—or other defensives. It chooses the playbook that’s working best recently.
CheckmarkValue prop
Dynamic, volatility-aware strategy that diversifies beyond the S&P with VIX hedges, leveraged rebounds, and managed futures. Out-of-sample ~35% annualized return with regime resilience and portfolio diversification.

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Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical market timing, momentum/mean-reversion, vix hedging, leveraged etfs, managed futures (kmlm), risk-on/risk-off rotation
Tickers in this symphonyThis symphony trades 50 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
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond 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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 59.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.68%. 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.