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

About

An aggressive market-timing strategy that switches between stocks, volatility bets, and diversifiers like KMLM based on whether markets look overheated, panicky, or oversold.
NutHow it works
This strategy constantly asks: is the market too hot, too scared, or simply drifting? If many stock areas have risen too fast, it moves into UVXY, a fund that tends to jump when fear spikes. If markets are panicky, it may hold a volatility fund or buy a rebound in stocks. If neither applies, it rotates between stock-market funds, short-volatility, or defensive diversifiers like KMLM depending on recent market strength and calmness.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted returns: ~145% annualized vs ~19%, Sharpe ~1.67 vs 1.15, Calmar ~5.71, plus alpha and volatility hedges. Higher drawdowns exist, but upside is compelling.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.881.50.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.14%20.19%-0.05%3.57%1.27
SVIX/XXXX KMLM switcher (single pops)| BT 12/19/23 = 786/10.5
1,473.36%165.21%-3.43%13.91%1.85
Initial Investment
$10,000.00
Final Value
$157,336.19
Regulatory Fees
$517.73
Total Slippage
$3,722.70
Invest in this strategy
OOS Start Date
May 29, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, volatility trading, leveraged etfs, risk-on/risk-off, managed futures, contrarian bounce
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 toSVIX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 142.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.43%. 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.
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