Skip to Content
Symphonies
Select < 3d MAR 3 BTC Related AND Scale-in Frontrunner AND KMLM switcher
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Short‑term, tactical “fade the extremes” system: buys VIX when markets look overheated, buys leveraged tech/semis on sharp dips, otherwise goes defensive or into managed‑futures/alt sleeves; may occasionally buy a beaten‑up Bitcoin proxy.
NutHow it works
It looks for extremes using RSI, a “speedometer” of recent moves (above ~80 = very hot; below ~30 = washed out). When stocks/sectors look too hot, it buys VIX ETFs (UVXY/VXX/VIXY/VIXM) and scales up as more signals fire. When they’re washed out, it buys beaten‑down tech/semis (TECL/SOXL/LABU/SPXL) for a bounce. If no edge, it sits in defensive or alt picks (BTAL/SHV, KMLM/FTLS/UUP/TMF/SVXY). At times it takes a small contrarian Bitcoin proxy (MSTR/BITX/CONL) after 3‑day drops.
CheckmarkValue prop
Out-of-sample edge: ~27% annualized return vs S&P ~23%, with positive alpha and Calmar ~0.36. A volatility-timing, tactical rotation strategy aims for higher upside and regime-adaptive risk. Be aware it can incur large drawdowns in extreme markets.

Loading backtest data...

Invest in this strategy
OOS Start Date
Aug 6, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, mean reversion, volatility timing, leveraged etfs, crypto proxies, managed futures, sector rotation, short-term
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
BITX
2x Bitcoin Strategy ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CONL
GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
MSTR
Strategy Inc Common Stock Class A
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 toMSTR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 80.62%. 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.