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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 rules-based “pop catcher.” It buys volatility when markets look overheated, buys leveraged tech/S&P when they look washed out, and otherwise parks in diversifiers like KMLM. Trend checks can flip it to hedges in down markets.
NutHow it works
First it picks the most stable of several playbooks (based on recent variability). Then it uses a short‑term heat gauge (RSI: 0–100; >80 = very hot, <30 = very cold). - If very hot: buy volatility funds (UVXY/VIX funds) that often pop when stocks wobble. - If very cold: buy fast, leveraged tech/semis/S&P funds for a bounce. - Else: park in diversifiers—KMLM (managed‑futures across commodities/currencies/bonds), long/short equity (FTLS), U.S. dollar (UUP), or Treasuries. Trend checks can shift to inverse hedges or to gold/silver/commodities.
CheckmarkValue prop
A rules-based rotation that pivots to volatility hedges and managed futures in stress, delivering diversification and positive out-of-sample risk-adjusted performance (Sharpe ~0.79; Calmar ~0.89) versus SPY, making it a smart complement to a core S&P 500 allocation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.351.420.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
28.99%31.54%-1.77%0.2%2.23
KMLM sorter V3 - (Longer BT, STD instead of CR)
66.11%72.72%9.85%-4.91%1.18
Initial Investment
$10,000.00
Final Value
$16,610.93
Regulatory Fees
$56.60
Total Slippage
$342.77
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, volatility trading, leveraged etfs, managed futures, market timing, risk management
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 ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
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 toTZA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 76.62%. 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.