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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

A fast, tactical ‘pop catcher’: jump into UVXY when stocks look overheated, buy 3x bulls on deep dips, otherwise rotate—go aggressive with tech if it leads, or shift to calmer diversifiers (often KMLM/UUP/FTLS) when tech lags.
NutHow it works
Purpose: catch quick reversals, then follow the stronger theme. - If many stock funds look overheated (RSI = 0–100 heat score; >~80 = stretched), move 100% to UVXY (volatility that jumps when stocks drop). - If no heat: if vol is hot, hold VIXM or SPXL (per S&P tone). - Else, buy 3x bulls (TECL/SOXL/SPXL) only when deeply oversold (RSI <~30). - If nothing extreme, choose tech (TECL/SVIX) when XLK beats KMLM; else hold calmer picks (often KMLM/UUP/FTLS).
CheckmarkValue prop
Out-of-sample edge: ~46.6% annualized return vs ~16% for the S&P; Sharpe ~0.92; Calmar ~1.69. Uses volatility-driven reversals and regime switching to chase upside while limiting risk.

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Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean reversion, volatility trading, regime switching, leveraged etfs, sector rotation, managed futures, alternatives
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
State Street 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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.51%. 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.