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Symphonies
Simons KMLM Switcher | SimplyGreen | RSI Buy/Sell V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

High‑octane, rules‑based switching with 3x–4x funds. Buys/shorts semiconductors at Nasdaq extremes; otherwise toggles long/short S&P 500, Tech, and QQQ using RSI and a KMLM trend filter, sized by recent volatility.
NutHow it works
1) When the Nasdaq (QQQ) is washed out (its short‑term “heat” score, RSI, is very low), buy a 3x semiconductor fund (SOXL). If QQQ is red‑hot (RSI very high), buy the 3x semiconductor inverse (SOXS). 2) Otherwise, spread money across S&P 500, Tech, and Nasdaq‑100 3x/4x funds. For each, compare its RSI to KMLM (a trend‑following fund). If stocks look stronger, stay long unless overheated; if weaker, stay short unless very oversold. Calmer ideas get bigger weights.
CheckmarkValue prop
Out-of-sample, this RSI-regime strategy beats the S&P on risk-adjusted returns: Sharpe 1.38 vs 1.07, Calmar 3.30, and higher annualized gains. Extreme semis bets with inverse-vol sizing aim for bigger upside with controlled drawdowns.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical leveraged etfs, rsi, mean‑reversion & trend, semiconductors, tech, nasdaq 100, s&p 500, regime filter (kmlm)
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHE
Schwab Emerging Markets Equity ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
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, SPXUandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 157.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.66%. 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.