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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‑based, daily rotation that tries to ride tech uptrends with leveraged ETFs, then quickly hedge or flip to Treasuries, gold, volatility, or inverse funds when markets look overheated or weak. Uses KMLM (managed futures) as a trend check. High risk.
NutHow it works
Each day, a mix of six parts checks two things: a short‑term “speedometer” (RSI, 0–100; high=overheated, low=washed‑out) and price‑vs‑average trends. If stocks look overheated, it shifts to a volatility fund (UVXY) plus long Treasuries (TMF) and gold (GLD). If trends are healthy, it rides mainly tech with leveraged ETFs (e.g., TQQQ). If weak, it favors Treasuries or inverse stock funds. It also uses KMLM (a managed‑futures trend fund) as a trend check.
CheckmarkValue prop
Dynamic, rule‑based rotation aims to capture tech upside while hedging overheating markets with Treasuries, gold, and volatility. It adds diversification and potential downside protection in volatile regimes; however, OOS shows modest risk‑adjusted gains with higher drawdowns vs the S&P.

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Invest in this strategy
OOS Start Date
May 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, multi-asset, leveraged etfs, volatility hedge, trend/momentum, regime switching, bonds and gold
Tickers in this symphonyThis symphony trades 45 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
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.

"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 toTMF, UGE, SPXU, SRTY, QID, GLD, TLT, BIL, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sisyphus WM 74 version Calmar Weighted" has returned 9.05%. 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 14.29%. 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, and options.