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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

A fast, rules‑based “pop” strategy: fade euphoria with volatility ETFs, buy sharp tech dips, or sit in diversifiers (KMLM, dollar, bonds/commodities). Uses an RSI hot/cold gauge and long‑term trends to switch between risk‑on and risk‑off.
NutHow it works
Watches a “heat meter” (RSI: 0–100; high=overheated, low=washed‑out) on major indexes/sectors. If very hot, it briefly buys volatility ETFs (UVXY/VIXY) that jump when fear rises. If very cold, it buys quick‑bounce tech/broad funds (TECL/TQQQ/SOXL/SPXL). Otherwise it rotates into KMLM (managed‑futures), UUP (dollar), FTLS (long/short), Treasuries, or gold/commodities, using 200‑day trends to pick bull vs bear baskets.
CheckmarkValue prop
Dynamic, regime-aware strategy that blends volatility hedges, tech rebound plays, and diversified sleeves to capture upside while reducing correlation to SPY. Out-of-sample: ~21.6% annualized returns with ~0.62 Sharpe; note higher crisis drawdowns vs SPY.

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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, volatility hedging, leveraged etfs, managed futures, trend/risk‑off rotation
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 Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.53%. 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.