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Symphonies
[SIMPLE] KMLM switcher (single pops)| BT 4/13/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical “pop catcher” that buys volatility (UVXY) when stocks look overheated, buys quick bounces in leveraged tech/semis/S&P when oversold, and falls back to a managed‑futures/defensive mix when no signal. Very high risk and highly active.
NutHow it works
It’s a “pop catcher.” Each day it checks a short‑term heat meter (RSI, a 0–100 score of how fast prices climbed or fell). If many stock/sector funds look too hot (≈80+), it jumps into UVXY—a fund that surges when fear rises—aiming to catch a pullback. If nothing is hot, it hunts quick bounces in 3x tech/semis/S&P when they look washed‑out (RSI ≈30). If no clear trade, it switches between aggressive tech/short‑vol and a calmer mix (incl. KMLM, a trend‑following fund across commodities, currencies, and rates).
CheckmarkValue prop
Dynamic, volatility-driven strategy aims to beat the S&P: 58% annualized return vs 21% SPY, Calmar 2.14 shows strong risk-adjusted gains despite higher drawdowns. Captures fast bounces and volatility spikes with diversification.

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Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, mean reversion, volatility trading, leveraged etfs, managed futures, sector rotation, trend following
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
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
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 58.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.16%. 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.