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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

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.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.612.070.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
20.55%28.13%1.36%5.73%1.28
Simons KMLM switcher (single pops)| BT 4/13/22 = A.R. 466% / D.D. 22%
109.34%166.41%-3.84%-7.53%1.87
Initial Investment
$10,000.00
Final Value
$20,934.25
Regulatory Fees
$30.84
Total Slippage
$185.64
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 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 toFNGU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 166.43%. 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.