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Symphonies
(see bottom block) TECL For The Long Term (v7) | Less VIX | KMLM signal boost
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tech‑first, rules‑based swing system. Uses market trend (SPY 200‑day), short‑term heat/oversold (10‑day RSI), and a KMLM “risk weather‑vane” to toggle among TECL, cash/T‑Bills, small UVXY, and occasionally SPXL or SQQQ in downtrends.
NutHow it works
Daily it checks: is SPY above its 200‑day avg? If yes and momentum is overheated (very high 10‑day RSI on TQQQ/SPY), it holds ~75% T‑Bills (BIL) + ~25% UVXY. Else it favors TECL (3x Tech) when Tech (XLK) is stronger than KMLM (a managed‑futures trend fund); if Tech is too hot it holds BIL; if very oversold it buys TECL. If SPY is below trend, it buys oversold bounces in TECL/SPXL, may sit in BIL, add a small UVXY on fear spikes, or, if weakness persists, choose SQQQ over BSV only when SQQQ is stronger.
CheckmarkValue prop
Out-of-sample, this tech-first, rules-based strategy outperforms the S&P on risk-adjusted basis: Sharpe ~1.36 vs 1.05, Calmar ~2.80, and a stronger annualized return. It hedges risk with cash and selective leverage to capture tech upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.231.40.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
93.58%13.51%-2.23%-2.01%0.83
(see bottom block) TECL For The Long Term (v7) | Less VIX | KMLM signal boost
68,494.77%249.9%0.28%9.1%2.39
Initial Investment
$10,000.00
Final Value
$6,859,476.90
Regulatory Fees
$9,869.11
Total Slippage
$66,866.79
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, momentum/rsi, mean-reversion, leveraged etfs, volatility hedge, risk-on/off, tech-focused
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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 103.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.86%. 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.