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Symphonies
Simons KMLM | SPYU instead of Technology (fixed version)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, high-risk toggle between leveraged tech exposure and a leveraged short of tech, with a special switch into long volatility when the market looks extremely overheated. Uses short-term momentum to decide which side to be on.
NutHow it works
1) If the S&P 500 (SPY) looks extremely “hot” over ~2 weeks (RSI > 83), buy UVIX, a fund that jumps when market volatility spikes. 2) Otherwise, compare tech’s short-term strength (XLK) to a managed-futures fund (KMLM). - If tech is stronger, split equally into SPYU, SOXL, and FNGU (all high‑octane stock/tech plays). - If not, buy TECS (a 3x bet against tech).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.95-1.160.08-0.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
13.11%16.79%1.36%5.73%0.84
Simons KMLM | SPYU instead of Technology (fixed version)
29.84%38.96%-9.93%-11.51%0.85
Initial Investment
$10,000.00
Final Value
$12,984.20
Regulatory Fees
$12.49
Total Slippage
$72.46
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum, rsi-based, leveraged etfs, sector rotation, tech-focused, volatility hedge, inverse etfs
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toFNGU, SOXLandSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 55.02%. 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.