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Symphonies
The Holy Grail with 20D KMLM V2 (Added Feavers stuff)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast‑switching playbook. It reads tech’s trend, short‑term “hot/cold” readings, and KMLM’s 20‑day trend to rotate among 3x tech, inverse tech, volatility funds, a defensive blue‑chip mix, managed futures, or short‑term bonds.
NutHow it works
First, it checks if a fast tech fund (TQQQ) is above its 200‑day average price; above = uptrend, below = downtrend. It then uses: (a) a 0–100 “hot/cold” score (RSI), and (b) whether KMLM (a managed‑futures diversifier that follows trends in commodities/currencies/rates) is above/below its 20‑day average. Those signals pick one holding at a time: 3x tech bulls (TQQQ/TECL/SOXL), bearish tech (QID/SQQQ), volatility bets (UVXY/SVXY), a defensive mix of LLY/NVO/COST/GE, or short‑term bonds (BSV). A bonds‑vs‑short‑S&P check (AGG vs SH) helps choose defense vs offense. Uses leveraged/short/volatility funds, so swings can be large.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.52 vs SPY ~0.98; Calmar ~3.31; annualized return ~100% vs ~18% for the S&P. A tech/momentum strategy with disciplined risk—potential for big upside, with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.470.470.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.52%14.73%1.36%5.73%0.89
The Holy Grail with 20D KMLM V2 (Added Feavers stuff)
109,646.47%315.32%-6.82%23.79%3.15
Initial Investment
$10,000.00
Final Value
$10,974,647.07
Regulatory Fees
$20,086.10
Total Slippage
$137,099.83
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical trend/momentum, risk-on/risk-off switching, leveraged & inverse etfs, volatility etps, managed futures, tech-heavy
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toNVO, GE, LLYandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 100.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.33%. 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, crypto, and options.