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Symphonies
Rising Rates with Vol Switch | KYLE MOD + Jefe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based risk‑on/risk‑off plan for a rising‑rates world. It watches tech (QQQ) and long Treasuries (TMF): when calm, it tilts into several 3x stock/sector ETFs; when stressed or extreme, it flips to volatility, managed futures, bonds, or 3x bear hedges.
NutHow it works
Daily rules: - If QQQ (Nasdaq‑100) is extremely hot, buy UVXY (volatility hedge). - If QQQ is washed out, buy the more oversold of TQQQ (3x QQQ) or BSV (short‑term bonds). - If QQQ is sliding, pick DBMF (managed futures) or SQQQ (3x QQQ bear), favoring the one most beaten down. - If long Treasuries (TMF) are sliding, pick DBMF or TMV (3x Treasury bear). - Else spread across TMF, FAS, TQQQ, CURE, SOXL, UPRO, LABU, giving more to steadier ones.
CheckmarkValue prop
Out-of-sample, this rule-based strategy targets rising rates with risk-on/risk-off hedges to chase upside. ~53% annualized vs SPY ~21%; Sharpe ~1.29, Calmar ~1.06. Note higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.990.840.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
160.47%15.33%0.54%-0.34%0.81
Rising Rates with Vol Switch | KYLE MOD + Jefe
92,074.55%176.57%1.58%-1.55%2.38
Initial Investment
$10,000.00
Final Value
$9,217,454.50
Regulatory Fees
$31,275.82
Total Slippage
$212,089.09
Invest in this strategy
OOS Start Date
Feb 5, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,leveraged etfs,volatility hedge,managed futures,rising rates,inverse-vol weighting,mean reversion
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toUPRO, SOXL, TMF, LABU, CURE, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.97%. 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.