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Symphonies
SVIX/XXXX KMLM switcher (single pops)| BT 12/19/23 = 786/10.5
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑position, event‑driven switcher that hunts short, sharp moves: buys UVXY on overbought markets to catch fear spikes, buys 3x equity bounces on oversold, and otherwise toggles between stock/short‑vol plays and diversifiers like KMLM, Treasuries, and the US dollar.
NutHow it works
It watches short‑term RSI (a 0–100 “hot/cold” gauge) on many stock funds. If they look very hot, it buys UVXY (tends to jump when fear/VIX spikes). If fear is rising, it leans into volatility hedges. If areas look very cold, it buys 3x tech/semis/S&P for a bounce. If no setup, it compares stocks vs KMLM (a managed‑futures trend fund). If stocks lead, it picks SVIX (benefits when fear fades) or S&P; otherwise rotates into calmer KMLM/long‑short/Treasuries/US$.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns (Sharpe ~1.79 vs SPY ~1.14), positive alpha, and a strong Calmar ratio, plus volatility hedges and diversified sleeves engineered for bigger upside with controlled drawdowns vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 29, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, rsi mean reversion, leveraged etfs, managed futures, tactical rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 193.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.44%. 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.