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Symphonies
Sisyphus WM 74 version Calmar Weighted
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-driven portfolio mixing 6 sleeves: chase strong trends with leveraged tech/S&P; when markets overheat or weaken, shift to volatility hedges (UVXY), long Treasuries (TMF), or gold (GLD). Uses simple heat/oversold signals and a tech‑vs‑managed‑futures switch.
NutHow it works
It’s a daily‑rebalanced blend of 6 rule sets. In uptrends it rides leveraged stock funds (QLD/TQQQ/SPXL). When markets look “too hot” (RSI, a 0–100 heat meter, is very high), it flips to crash airbags (UVXY = volatility) plus Treasuries (TMF) and Gold (GLD). In weak regimes it rotates to Treasuries or inverse ETFs; in panics it may buy oversold dips. A “KMLM switch” (tech vs managed‑futures) helps decide risk‑on/off.
CheckmarkValue prop
Out-of-sample Calmar ~1.96 shows solid risk-adjusted returns, with dynamic hedging (UVXY, TMF, GLD) and regime-switching that aims to capture tech-led uptrends while reducing risk in volatility, offering a disciplined alternative to the S&P 500 even in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.520.180.010.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
Sisyphus WM 74 version Calmar Weighted
140,025.87%331.87%3.47%4.26%3.82
Initial Investment
$10,000.00
Final Value
$14,012,587.38
Regulatory Fees
$28,536.07
Total Slippage
$190,457.19
Invest in this strategy
OOS Start Date
May 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-sleeve, regime-switching, leveraged etfs, vix hedging, bonds/gold defense, momentum/rsi, managed-futures signal
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.

"Sisyphus WM 74 version Calmar Weighted" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sisyphus WM 74 version Calmar Weighted" is currently allocated toSOXL, TMF, BOND, SPXL, TQQQ, QLD, GLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sisyphus WM 74 version Calmar Weighted" has returned 20.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sisyphus WM 74 version Calmar Weighted" is 10.54%. 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 "Sisyphus WM 74 version Calmar Weighted", 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.