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Symphonies
Step by step 0.1.4
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules‑based plan: fade short‑term overheating with UVXY/SOXS, otherwise follow the 200‑day trend. In uptrends it mostly holds ~1.5× Nasdaq‑100 (QQQ+QLD); in downtrends it parks in T‑Bills (BIL). KMLM helps choose bull vs bear semiconductors.
NutHow it works
First it checks for very hot short‑term readings in major indexes/sectors. If found, it hedges by buying funds that jump when stocks fall (UVXY) or by betting against semiconductors (SOXS). If no warning, it checks the long‑term trend (price vs 200‑day avg). Above it, it mostly holds ~1.5× Nasdaq‑100 (QQQ+QLD), but may rotate into SOXL (semis bull) or briefly hedge via SQQQ. Below it, it parks in T‑Bills (BIL). KMLM (a managed‑futures trend fund) guides SOXL vs SOXS.
CheckmarkValue prop
Out-of-sample annualized return ~30% vs SPY ~18.5%, driven by a Nasdaq tilt (~1.5x) plus tactical hedges (UVXY/SOXS) and trend-following risk-off. Higher upside, but be prepared for larger drawdowns in sharp reversals.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.831.10.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.01%14.06%0.54%-0.34%0.86
Step by step 0.1.4
662,498.09%444.05%-3.27%29.49%2.6
Initial Investment
$10,000.00
Final Value
$66,259,808.89
Regulatory Fees
$227,990.33
Total Slippage
$1,621,867.49
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, volatility hedge, sector rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Step by step 0.1.4" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Step by step 0.1.4" is currently allocated toQLDandQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Step by step 0.1.4" has returned 44.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Step by step 0.1.4" is 72.58%. 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 "Step by step 0.1.4", 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.