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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 very aggressive switcher: buys leveraged volatility when the S&P 500 looks overheated; otherwise chases tech strength with levered S&P/semis/big-tech, or shorts tech when it’s weaker than a managed-futures benchmark.
NutHow it works
1) If the S&P 500’s 10-day RSI (>83 = very hot) triggers, buy UVIX (2x VIX futures; benefits if stocks wobble). 2) Else compare 10-day RSI of XLK (tech) vs KMLM (managed-futures trend fund). If XLK > KMLM, split across SPYU (4x S&P 500), SOXL (3x semis), FNGU (3x big tech). Else buy TECS (-3x tech).
CheckmarkValue prop
Out-of-sample edge: roughly 23% annualized return vs 16% for the S&P, with a stronger risk-adjusted profile (Calmar ~0.42). Note higher drawdown risk in volatile regimes, but the potential for outsized upside in tech/volatility markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.93-1.460.11-0.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
12.93%12.46%0.54%-0.34%0.71
Simons KMLM | SPYU instead of Technology (fixed version)
46.39%44.47%-10.99%11.03%0.89
Initial Investment
$10,000.00
Final Value
$14,638.53
Regulatory Fees
$16.07
Total Slippage
$91.37
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum, relative strength, tech sector, leveraged etfs/etns, volatility, managed futures (signal only)
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
UVIX
2x Long VIX 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 toTECS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.51%. 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, and options.