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Symphonies
RSI Frankenfest v1.5(©K) 123 | 28 | 2020
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, tech‑tilted, risk‑on/risk‑off system. Uses a 200‑day trend filter, short‑term RSI bounces, and cross‑asset checks to lean into 2× Nasdaq (QLD) in uptrends, or rotate into oversold bonds/defensive sectors when conditions weaken.
NutHow it works
• Trend: If Nasdaq (QQQ) is above its 200‑day average, it’s risk‑on; otherwise hold one oversold “safe” fund (bonds/defensive) with the lowest RSI (0–100; low=recently weak). • Risk‑on: If 3× Nasdaq (TQQQ) is very oversold (2‑day RSI<20), buy two of the most volatile tech/Nasdaq funds for a bounce. Else compare Tech (XLK) vs KMLM (managed‑futures) by 10‑day RSI. If Tech wins, 20% stays in QLD (2× Nasdaq) and, if checks are positive, the other 80% too; otherwise that 80% goes to the oversold “safe” pick. If KMLM wins, use the “safe” pick.
CheckmarkValue prop
Out-of-sample tests show this strategy beating the S&P 500 on risk-adjusted returns, with a tech tilt, quick risk-off defense, and selective leveraged bounce bets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.741.120.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
91.13%13.07%-4.19%-3.74%0.81
RSI Frankenfest v1.5(©K) 123 | 28 | 2020
7,886.01%129.46%9.58%35.69%2.5
Initial Investment
$10,000.00
Final Value
$798,601.43
Regulatory Fees
$3,674.12
Total Slippage
$22,599.29
Invest in this strategy
OOS Start Date
Dec 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, mean reversion, leveraged etfs, tech tilt, risk-on/off, cross-asset, managed futures, bonds/defensive rotation
Tickers in this symphonyThis symphony trades 23 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
IYT
iShares U.S. Transportation ETF
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

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 toUGE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 256.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.10%. 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.