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Symphonies
KMLM switcher (single pops)| BT 4/13/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, signal‑driven switcher. Uses an RSI “heat” gauge to buy volatility (UVXY) when markets are overheated, buy leveraged equity on deep dips, and otherwise toggle between tech, short‑vol, and a lower‑vol basket featuring KMLM (managed futures) as a diversifier/regime gauge.
NutHow it works
RSI = a 0–100 “hot/cold” score of recent price moves (high = stretched, low = washed out). The system watches many market/sector ETFs. If they look extremely hot, it briefly buys UVXY (a fear/volatility fund) to catch a spike. If fear already spiked, it flips to VIXM or SPXL. If markets look washed out, it buys 3x equity funds (TECL/SOXL/SPXL) for a bounce. Otherwise it toggles between TECL or SVIX using tech vs KMLM (managed‑futures) strength, or holds a calmer KMLM/FTLS/UUP/TMF/TMV/SVXY/VIXM mix. Very aggressive.
CheckmarkValue prop
Out-of-sample edge: ~49% annualized return vs ~16% for the S&P, Sharpe ~0.96 vs ~0.90, Calmar ~1.81. A diversified, signal-driven mix of volatility, leveraged equities, and managed futures aims for faster upside—accept higher drawdown risk.

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Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, volatility (vix), mean reversion, momentum, managed futures, sector rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.16%. 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, crypto, and options.