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Symphonies
Low Beta(©K) v1.2 | 30 | 11 | 2021
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Defensive rotation with a trend filter. Uses KMLM’s 200‑day trend to choose a sleeve: if KMLM is weak, own the 10 strongest defensive stocks; if it’s strong, own the single most oversold defensive/bond ETF. Equal‑weight, rebalanced daily.
NutHow it works
It rotates between two playbooks using KMLM (a managed‑futures ETF) as a “weather vane.” If KMLM is below its 200‑day average (a long‑term trend line), it buys 10 defensive stocks showing the most short‑term strength (high 14‑day RSI: a 0–100 gauge of recent gains). Otherwise, it buys one defensive/bond ETF with the lowest 10‑day RSI (most beaten‑up). Equal‑weight. Rebalanced daily.
CheckmarkValue prop
Out-of-sample tests show this defensive rotation design dampening drawdowns and improving risk-adjusted returns vs the S&P 500 by switching between resilient defensives and selectively beaten-down ETFs, with daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.390.180.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.67%11.89%-0.15%0.4%0.73
Low Beta(©K) v1.2 | 30 | 11 | 2021
216.49%29.62%4.54%14.25%1.67
Initial Investment
$10,000.00
Final Value
$31,649.29
Regulatory Fees
$204.16
Total Slippage
$1,175.90
Invest in this strategy
OOS Start Date
Feb 15, 2026
Trading Setting
Daily
Type
Stocks
Category
Defensive stocks, rsi rotation, trend filter (200-day ma), managed futures proxy (kmlm), mean reversion etf sleeve, daily rebalance
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
ABEV
AMBEV S.A.
Stocks
AEP
American Electric Power Company, Inc.
Stocks
AZN
AstraZeneca PLC
Stocks
BMY
Bristol-Myers Squibb Co.
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTI
British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share
Stocks
BUD
Anheuser-Busch INBEV SA/NV
Stocks
COST
Costco Wholesale Corp
Stocks
DG
Dollar General Corp.
Stocks
FE
FirstEnergy Corp.
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.

"Low Beta(©K) v1.2 | 30 | 11 | 2021" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Low Beta(©K) v1.2 | 30 | 11 | 2021" is currently allocated toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Low Beta(©K) v1.2 | 30 | 11 | 2021" has returned -5.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Low Beta(©K) v1.2 | 30 | 11 | 2021" is 1.31%. 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 "Low Beta(©K) v1.2 | 30 | 11 | 2021", 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.