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Symphonies
KMLM sorter V4 - Added back nerfed Nova version
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches among VIX funds when stocks look overheated, 3x stock funds when they look washed out, and KMLM (managed futures) or other defensives when signals are neutral. Uses RSI and trend filters. Very active and high risk, with heavy tech/semis tilt in rebounds.
NutHow it works
It’s a tactical switcher built around RSI (a speedometer of recent price moves). When RSI is very high (market looks overheated), it buys VIX-linked funds (e.g., UVXY) to benefit from a pullback. When RSI is very low (washed out), it buys 3x stock funds (TECL, SOXL, SPXL) for a rebound, mainly tech/semis. Between extremes, it often parks in KMLM (a managed‑futures fund) or rotates into the dollar, bonds, or long/short funds.
CheckmarkValue prop
A diversification overlay to an S&P core that shifts into volatility, 3x bulls, and managed futures on regime signals. Out-of-sample Sharpe ~0.62 and max drawdown ~43% show higher risk, but potential upside during rebounds and regime shifts.

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Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum/mean-reversion, leveraged etfs, volatility trading, managed futures, regime filters
Tickers in this symphonyThis symphony trades 58 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
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
FNGO
MicroSectors FANG+ Index 2X Leveraged ETNs due January 8, 2038
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
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 66.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.02%. 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.