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Symphonies
RSI FrankenFest v1.4 (©K) 109 | 21 | 2020
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, trend‑first, tech‑tilted rotation. In uptrends, keep a core in QQQ and tactically buy short‑term bounces in leveraged tech ETFs; in downtrends or when tech lags KMLM, park in a single defensive ETF (bonds/staples/utilities/healthcare).
NutHow it works
1) Trend check: If QQQ is above its 200‑day average, we’re risk‑on; otherwise we hold one defensive ETF (the most “cold” by RSI) from bonds/staples/utilities/healthcare. 2) In risk‑on, if tech (XLK) looks stronger than a managed‑futures fund (KMLM, which often shines when stocks are weak), we keep ~20% in QQQ and use a short‑term “heat/cold” score (RSI: low=cold) to either buy quick bounces in volatile leveraged tech ETFs or stay in QQQ when other checks (bonds/transports) say cool it. 3) If tech isn’t stronger than KMLM, we go back to one defensive ETF. Daily rebalance.
CheckmarkValue prop
Out-of-sample, this strategy delivers better risk-adjusted returns and lower drawdowns than the S&P 500 by combining a tech-tilted core with regime-driven defense and quick mean-reversion; tech upside, but with built-in downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.661.020.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.95%13.97%3.88%-0.84%0.86
RSI FrankenFest v1.4 (©K) 109 | 21 | 2020
5,143.5%111.16%4.78%42.7%2.35
Initial Investment
$10,000.00
Final Value
$524,350.04
Regulatory Fees
$2,394.42
Total Slippage
$15,357.52
Invest in this strategy
OOS Start Date
Mar 27, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend filter, rsi signals, leveraged tech etfs, defensive bonds/sectors, daily rebalance, risk-on/off
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
LTL
ProShares Ultra Communication Services
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X 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 toQQQandUGE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 239.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.40%. 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.