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Symphonies
KMLM Switcher in Not Today Satan Framework (w/ Pops)| BT 4/13/22 = AR 323% / StdDev 46.3 /DD 15.3%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule‑based switch: pursue tech or short‑volatility when conditions are calm; rotate into managed futures, bonds, dollar, gold/anti‑beta, or VIX hedges when stress appears. Heavy use of leveraged and volatility ETFs; fast‑moving and high risk.
NutHow it works
Reads four dials: stock trend, credit (junk bonds), market fear (VIX), and rate trend. If calm and tech leads, it buys TECL (3x tech) or SVIX (benefits when fear fades), picking the one most washed‑out short term. If a diversifier leads (KMLM = managed‑futures in commodities/rates/currencies), it rotates among KMLM, FTLS (long/short equity), Treasuries (TMF/TMV), US dollar (UUP), and volatility funds. In stress, it shifts to short‑term bonds, Treasuries, gold/anti‑beta (BTAL), or VIX hedges. RSI = 0–100 heat gauge; low=washed‑out, high=hot.
CheckmarkValue prop
Out-of-sample edge: annualized return ~84% vs SPY’s ~19%, and risk-adjusted Sharpe ~1.43 vs ~1.14. Drawdowns higher in extreme events (~29.7% vs ~18.8%), but Calmar ~2.83 shows strong downside control and crisis resilience through tactical macro diversification.

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Invest in this strategy
OOS Start Date
Mar 18, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility-driven, trend-following, leveraged etfs, managed futures, long/short, macro regimes, crisis hedging
Tickers in this symphonyThis symphony trades 45 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CEW
WisdomTree Emerging Currency Strategy Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity 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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 98.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.69%. 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.