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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

Switches among: UVIX when SPY is extremely hot; leveraged S&P/tech (SPYU, SOXL, FNGU) when tech beats managed-futures (KMLM) on a 10-day RSI; otherwise short tech via TECS. Concentrated and highly leveraged; very high risk.
NutHow it works
It reads a 10-day RSI (a 0-100 gauge of how hot recent buying is). If SPY’s RSI > 83, it buys UVIX (2x VIX volatility). Otherwise it compares RSI of XLK (tech) to KMLM (a managed-futures trend fund). If tech’s RSI is higher, it splits into SPYU (4x S&P 500), SOXL (3x semis), FNGU (3x big tech). If not, it buys TECS (-3x tech). Very high risk.
CheckmarkValue prop
Out-of-sample annualized return 23.06% vs SPY 16.48%; negative beta (-1.28) and ~0.80% alpha offer diversification and upside. Calmar ~0.42; Sharpe ~0.70 show risk-adjusted growth, with max drawdown up to ~55% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.9-1.50.12-0.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
11.19%10.45%-1.77%0.2%0.62
Simons KMLM | SPYU instead of Technology (fixed version)
47.83%44.22%-1.08%-7.37%0.89
Initial Investment
$10,000.00
Final Value
$14,783.14
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
Momentum,tactical rotation,technology focus,leveraged etfs,volatility,short/inverse
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 ETF
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 ETF
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 46.82%. 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.