Skip to Content
Symphonies
Nix VIX: K-Switch FTLT Nix VIX | MbM v1 |
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation with a volatility kill‑switch, a long‑term trend filter, and a short‑term RSI. It tilts to tech when strong, and shifts to managed‑futures, defensive, bonds, or tactical shorts when weak—avoiding heat and buying dips.
NutHow it works
Daily rules: 1) If SVIX (short VIX) crashes >20% in 2 days, park in BIL (T‑bills). 2) Trend: if SPY above its 200‑day average = uptrend, else down. 3) A 9‑day RSI (0–100 recent‑move score; >80 = too hot, <30 = washed out) decides: lean into tech via TECL/XLK when strong; otherwise use KMLM (managed‑futures), BTAL (defensive), or bonds (SHY/BIL). In downtrends it may use SQQQ (short Nasdaq), SVIX, or SPXL (3x S&P). Avoids heat; buys dips.
CheckmarkValue prop
Rules-based, regime-driven strategy tilting to tech on strength, with volatility filters and hedges to diversify risk. In out-of-sample tests it delivers positive risk-adjusted results and a disciplined approach to volatility versus the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, rsi timing, volatility spike filter, leveraged/short etfs, tech tilt, managed futures, defensive hedging, daily rotation
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.25%. 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.