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

About

It hunts short, sharp reversals: after strong run-ups it buys a fear play (UVXY); after sharp drops it buys 3x stock funds for a bounce. If nothing is extreme, it flips to aggressive tech or a defensive trio (KMLM/FTLS/UUP). Extremely high risk.
NutHow it works
Each day it asks: are stocks “too hot”? It uses RSI—a quick 0–100 “hot/cold” score of recent moves. If hot (≈>80), it buys UVXY, a fund that jumps when fear spikes. If not, are key funds “too cold” (<30)? Then it buys 3x bull funds (tech/semis/S&P) for a bounce. If nothing is extreme, it either goes risk-on (FNGU) when tech leads, or picks the calmest of KMLM (managed futures), FTLS, or UUP. One holding at a time; very high risk.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe 1.57 vs 1.26, Calmar 4.88, and 112.8% annualized return, with 23.1% max drawdown vs 13.7% for SPY. Strong upside from precise extreme-market timing, higher beta.

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Invest in this strategy
OOS Start Date
Jul 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi mean reversion, volatility spike capture, leveraged etfs, tactical allocation, managed futures, risk-on/risk-off, tech tilt
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
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 NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 112.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.12%. 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.