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Symphonies
Simon | KMLM switcher | Simon Shorts Ed. + MbM | (single pops)| BT 4/13/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven “risk‑on/risk‑off” system that flips among leveraged stock ETFs, inverse/volatility hedges, and KMLM (managed futures). It hedges when markets look overheated, buys dips when oversold, and uses bond and inflation trends to choose offense or defense.
NutHow it works
It uses simple signals to judge if assets are “hot” or “cold” (RSI ≈ a short‑term heat meter). If many stock indexes look overheated, it buys crash insurance (UVXY/VXX = volatility). If they look washed‑out and trends are healthy, it buys 3x stock funds (UPRO, TECL, SOXL, URTY). If tech lags KMLM (a managed‑futures fund), it goes defensive: KMLM, low‑vol stocks, bonds, cash (BIL), or bear funds (TZA = short small‑caps, LABD = short biotech). Bond and inflation trends guide offense vs defense.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted gains than the S&P: Sharpe ≈1.15 vs 1.00, annualized return ≈71% vs 19%, Calmar ≈2.02. Diversified trend/hedge/futures mix targets durable upside, with higher drawdown in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.090.320.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.43%14.2%2.19%5.01%0.84
Simon | KMLM switcher | Simon Shorts Ed. + MbM | (single pops)| BT 4/13/22
110,915.38%550.07%-13.65%-22.82%2.94
Initial Investment
$10,000.00
Final Value
$11,101,537.52
Regulatory Fees
$43,292.86
Total Slippage
$300,005.90
Invest in this strategy
OOS Start Date
Jan 2, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, rsi momentum, volatility hedging, leveraged etfs, inverse etfs, managed futures (kmlm), bonds/cash, tech/semis/small-cap/biotech, risk-on/off
Tickers in this symphonyThis symphony trades 176 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGZ
iShares Agency Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BIV
Vanguard Intermediate-Term Bond ETF
Stocks
BKF
iShares MSCI BIC ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BWX
SPDR Bloomberg International Treasury Bond 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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 71.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.27%. 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, crypto, and options.