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Symphonies
NOVA | Minmaxing FR VXLK.KMLM 7/19/2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, trend‑following rotation. In uptrends it rides strong tech/S&P with leveraged ETFs; when markets are hot or falling it rotates into bond trades, T‑bills, managed futures (KMLM), the dollar, or volatility/inverse hedges. Not a guarantee—risk can be high.
NutHow it works
Each day it checks if stocks are healthy (price vs 200‑day average) and whether they’re “hot” or “cold” using a simple 0–100 speedometer (RSI).• In uptrends: it rides fast movers (mostly tech and S&P 500 via 3x ETFs). If prices get too “hot,” it adds volatility hedges or trims risk.• In down/sideways markets: it shifts to Treasuries, cash‑like T‑bills, managed futures (KMLM), the US dollar, or inverse funds.
CheckmarkValue prop
Out-of-sample edge: annualized return ~84% vs ~11% for SPY; Sharpe ~1.17 vs ~0.97; Calmar ~2.67. A regime-aware trend system with hedges aims to outperform the S&P across cycles, with active risk controls (drawdowns can be larger).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.162.380.20.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.38%18.9%1.75%5.97%1.2
NOVA | Minmaxing FR VXLK.KMLM 7/19/2023
2,486.34%252.25%-27.29%-8.57%1.93
Initial Investment
$10,000.00
Final Value
$258,633.91
Regulatory Fees
$2,148.96
Total Slippage
$14,051.47
Invest in this strategy
OOS Start Date
Nov 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical rotation, leveraged etfs, volatility hedging, bonds momentum, managed futures, risk-on/risk-off
Tickers in this symphonyThis symphony trades 143 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABNB
Airbnb, Inc. Class A Common Stock
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
APP
Applovin Corporation Class A Common Stock
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
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.

"NOVA | Minmaxing FR VXLK.KMLM 7/19/2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"NOVA | Minmaxing FR VXLK.KMLM 7/19/2023" is currently allocated toUI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "NOVA | Minmaxing FR VXLK.KMLM 7/19/2023" has returned -66.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "NOVA | Minmaxing FR VXLK.KMLM 7/19/2023" is 40.83%. 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 "NOVA | Minmaxing FR VXLK.KMLM 7/19/2023", 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.