Skip to Content
Symphonies
Simon's KMLM Full Build (zoop's No K-1 Edit)
Today’s Change
—

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

About

A daily switcher: hedge into volatility when stocks look “too hot,” buy 3× stock ETFs on sharp dips, and otherwise choose between fast stock funds and KMLM, a managed‑futures diversifier. Focused on tech/semis; can short tech as a last resort.
NutHow it works
Each day it reads a short‑term “heat meter” (RSI, 0–100) on stock funds. • Too hot (≈80+): jump into VXX, a fund that can rise when market volatility spikes. • Too cold (≈30−): buy the dip via fast movers: TECL/TQQQ (tech), SOXL (semis), SPXL (S&P 500), LABU (biotech)—these target ~3× daily moves. • Otherwise: compare momentum with KMLM (a managed‑futures trend ETF) and hold KMLM or a selected stock fund; last rule can short tech (TECS).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.37 vs 1.09, annualized return ~115% vs ~19%, beta ~0.76, Calmar ~2.68. A tactical mix of volatility hedge, 3x bulls, and managed futures delivers stronger, lower-beta growth than the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean-reversion, trend-following, leveraged etfs, volatility hedge, managed futures, daily rebalancing
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 114.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.89%. 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.