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Symphonies
Simons KMLM switcher (single pops)| BT 4/13/22 = A.R. 466% / D.D. 22%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Chases short, sharp volatility spikes when stocks look overheated, buys oversold dips with 3× tech/semis/S&P, and otherwise rotates between hot tech and calmer diversifiers (managed futures, long/short, long USD). High risk, big swings.
NutHow it works
RSI is a 0–100 “heat” gauge of recent buying; >~80 = very hot, <~30 = washed‑out. 1) If broad/sector stock funds look very hot, buy UVXY (benefits when volatility jumps). 2) If no hot signal: after a spike, hold VIXM or flip to SPXL based on S&P’s tone. 3) Else buy dips: if tech/semis/S&P are washed‑out, buy TECL/SOXL/SPXL (3× bulls). 4) If no dips: if tech beats managed futures (KMLM), go FNGU; else sit in the calmest of KMLM/FTLS/UUP. Very aggressive; expect big swings.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns vs the S&P: Sharpe ~1.45 vs 1.27; annualized return ~104% vs ~26%; Calmar ~4.0. Expect bigger swings and higher drawdowns, but much stronger upside in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.641.60.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
18.5%17.96%-1.77%0.2%0.97
Simons KMLM switcher (single pops)| BT 4/13/22 = A.R. 466% / D.D. 22%
114.58%110.19%2.61%3.68%1.51
Initial Investment
$10,000.00
Final Value
$21,457.64
Regulatory Fees
$46.62
Total Slippage
$279.53
Invest in this strategy
OOS Start Date
Jul 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility spikes, mean reversion, leveraged equities, sector rotation, managed futures, long/short, risk-on/risk-off
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 110.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.02%. 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.