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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

A daily, rules-based mix of leveraged tech/broad-market ETFs with volatility and cash hedges, guided by short-term momentum (RSI) signals and a KMLM gate to tilt toward tech when conditions look favorable.
NutHow it works
It runs daily signals to decide between a turbocharged tech/broad market tilt (using 3x ETFs like TQQQ, TECL, SPXL) and defensive hedges (UVXY, SQQQ) plus cash/bonds (BIL, BSV). It uses short-term momentum indicators (RSI over 10 days) on proxies like TQQQ, SPY, and XLK to gauge whether markets are overbought or trending. A special KMLM switcher gate (numeric threshold) modulates when to lean into tech leverage. If momentum looks strong, expect tech/leverage; if momentum looks weak or volatility spikes, the model shifts toward UVXY and cash/bond positions. All decisions are rebalanced daily and avoid short selling by design.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe 1.36 vs 1.05; Calmar 2.80; annualized return ~95% vs ~19%. Tech-leverage with hedges offers bigger upside, but ~34% max drawdown.
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
94.96%13.63%-1.77%0.2%0.84
(see bottom block) TECL For The Long Term (v7) | Less VIX | KMLM signal boost
68,524.76%248.93%0.27%9.12%2.39
Initial Investment
$10,000.00
Final Value
$6,862,476.23
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
Quantitative, momentum, leveraged etfs, risk management, tactical asset allocation
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 102.13%. 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.