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Symphonies
Proven conditions + Confirmation with KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between aggressive tech up (TQQQ), tech down (SQQQ), or cash-like bills (BIL) by comparing recent strength (RSI) of bonds, stocks, and tech vs managed-futures (KMLM). Puts 90% in the pick and keeps 10% in cash.
NutHow it works
Allocates 90% to one fund (10% cash). Uses RSI (0–100 recent-strength score; higher=stronger) to compare assets. 1) If bonds (AGG,20d) beat short S&P (SH,60d): if Tech (XLK,10d) beats KMLM, buy TQQQ; else hold BIL. 2) Otherwise: if bonds (AGG,15d) beat QQQ(15d), buy TQQQ; else if Tech beats KMLM, hold BIL; otherwise buy SQQQ. Key: TQQQ/SQQQ=3x Nasdaq up/down; KMLM=managed-futures; BIL=T-bills.
CheckmarkValue prop
Out-of-sample Sharpe 1.07 vs SPY 0.97; annualized return 51.8% vs 17.1%; Calmar 2.04. A regime-driven, tech-focused strategy with a 10% cash cushion offers strong risk-adjusted upside, but expect higher drawdowns (~25%) than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.390.580.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
101.02%14.77%2.19%5.01%0.9
Proven conditions + Confirmation with KMLM
78,553.91%272.76%-2.26%-2.11%2.59
Initial Investment
$10,000.00
Final Value
$7,865,390.93
Regulatory Fees
$14,214.27
Total Slippage
$96,611.89
Invest in this strategy
OOS Start Date
Sep 24, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum (rsi),regime filter,leveraged etfs,tech bias,risk-on/risk-off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.41%. 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.