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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

A risk-heavy, RSI-driven switcher that rotates 100% into 3x levered ETFs for semiconductors, technology, or QQQ based on momentum; cash when quiet. Disabled groups show broader risk appetite that isn’t currently used.
NutHow it works
The strategy watches momentum signals (RSI) on major market baskets (QQQ, XLK, SPY) using several time horizons. When a signal fires, it places 100% of the capital into a specific 3x levered ETF (bull or bear) for a sector; otherwise it stays in cash. It includes nested rules for semiconductors, technology, and QQQ momentum. Some groups are marked DO NOT USE and are disabled. Rebalancing is not automatic; signals drive position changes. KMLM appears as a numeric threshold used in some rules.
CheckmarkValue prop
An aggressive RSI-driven momentum strategy that uses 3x levered bets on tech/semis. Out-of-sample, it aims for higher risk-adjusted returns (Sharpe ~1.38 vs SPY ~1.07) and strong Calmar (~3.30), with greater upside but larger drawdowns.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leverage etfs, rsi momentum, sector rotation, rule-based switcher, high risk
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.