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Symphonies
SMH/WTMF and SMH/FTLS compares v2 WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If semiconductors are beating diversifiers, it “floors the gas” into 3x tech (TQQQ/TECL). If not, it holds the 3 best short‑term performers from a defensive mix (bonds, volatility, dollar, managed futures, hedged equity). Equal‑weight, rebalanced daily.
NutHow it works
Each day it checks if semiconductor stocks (SMH) show stronger recent gains (RSI = a 0–100 score of recent ups vs downs) than two defensive funds: WTMF (managed futures) and FTLS (hedged equity). If yes, it goes 50/50 into two 3x tech funds (TQQQ, TECL). If not, it picks the 3 strongest, by short‑term trend, from a safety mix (Treasuries long/short, volatility, US dollar, managed futures, FTLS), equal‑weighted. Rebalanced daily; tech mode is very volatile.
CheckmarkValue prop
Out-of-sample edge: ~39.8% annualized return vs SPY’s ~18.1%, Sharpe ~0.83, Calmar ~1.22. In risk-on regimes it leans into 3x tech; in risk-off it rotates to diversifiers for higher upside with controlled drawdowns versus the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.442.190.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
100.93%14.33%-0.15%0.4%0.88
SMH/WTMF and SMH/FTLS compares v2 WM 74
2,375.49%85.13%5.98%-11.75%1.39
Initial Investment
$10,000.00
Final Value
$247,548.62
Regulatory Fees
$1,016.26
Total Slippage
$6,139.54
Invest in this strategy
OOS Start Date
Feb 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical allocation, risk-on/risk-off, leveraged etfs, managed futures, bonds, volatility, currency
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.78%. 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, and options.