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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 high‑octane switcher. It buys 3× semiconductors on deep Nasdaq dips and shorts them on blow‑offs. Otherwise it uses KMLM (a trend fund) as a regime filter to toggle between 3× long or short technology. Very high risk; one position at a time.
NutHow it works
It uses a short‑term “heat meter” (RSI: 0=washed‑out, 100=overheated). If the Nasdaq‑100 looks washed‑out, it buys 3× semiconductors (SOXL); if it’s red‑hot, it shorts them (SOXS). Otherwise it compares stocks’ heat to KMLM, a trend‑following fund, to flip between 3× bull or bear tech (TECL/TECS). Trades only when signals flip.
CheckmarkValue prop
Out-of-sample edge: ~134% annualized return, Sharpe ~1.47, Calmar ~3.87 vs SPY ~1.06; regime-switching between 3x semiconductor bets and tech-trend, delivering higher risk-adjusted upside than the S&P 500, with larger but manageable drawdowns (34.7% vs 18.8%).

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, rsi, trend filter, managed futures, leveraged etfs, semiconductors, technology, long/short
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTECL, TQQQandSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 134.01%. 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, crypto, and options.