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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

Buys semiconductors on extreme Nasdaq dips and shorts them on extreme spikes. Otherwise, rotates among leveraged S&P 500, Tech, and Nasdaq bull/bear funds using a simple RSI speedometer and a KMLM managed‑futures filter to judge risk‑on vs risk‑off.
NutHow it works
It is a fast, high‑risk switcher using an RSI meter (0–100 gauge of how fast prices just moved; low = washed out, high = overheated). 1) If Nasdaq‑100 (QQQ) is very washed out, buy SOXL (3x semis bull). If QQQ is red‑hot, buy SOXS (3x semis bear). 2) Otherwise pick bull vs bear in S&P 500 (SPYU/SPXU), Tech (TECL/TECS), or Nasdaq‑100 (TQQQ/SQQQ) by checking two things: is their RSI stronger than KMLM (a managed‑futures trend yardstick), and are RSIs at extremes.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe 1.38 vs 1.07, Calmar 3.30, and a much higher annualized return, with leverage-based drawdowns (~34% vs ~19%).

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs 3x/4x, tactical switching, rsi momentum/mean-reversion, semiconductors, tech, nasdaq-100, s&p 500, managed-futures filter, high risk
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHE
Schwab Emerging Markets Equity ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 148.95%. 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.