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Symphonies
The Holy Grail with a spice of KMLM (trend riding)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, high‑octane strategy around the Nasdaq: ride uptrends with 3x tech, hedge or go short when momentum weakens, and use volatility (UVXY), short‑term bonds (BSV), or managed futures (KMLM) when defensive trends outshine stocks.
NutHow it works
It first asks if the Nasdaq (via TQQQ) is in an uptrend (price above its 200‑day average). If yes: if it looks overheated (RSI ~80+), it hides in UVXY (volatility); otherwise it owns TQQQ unless managed‑futures (KMLM) beat stocks, then it flips short (PSQ). If no uptrend: it buys quick tech bounces (TECL/SOXL) when oversold (RSI ~30), else it chooses SQQQ or short‑term bonds (BSV) by recent strength; failing that, it picks TQQQ or KMLM by 10‑day trend. RSI gauges how stretched a move is (0–100).
CheckmarkValue prop
Out-of-sample edge: ~42% annualized return vs S&P ~17%, with Calmar ~1.47. Captures Nasdaq upside via 3x tech exposure, adds volatility hedges and managed futures, plus defensive shorts to dampen risk. Higher upside, but larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.180.50.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.01%14.06%0.54%-0.34%0.86
The Holy Grail with a spice of KMLM (trend riding)
29,038.16%198.15%-9.15%-31.16%2.19
Initial Investment
$10,000.00
Final Value
$2,913,816.49
Regulatory Fees
$10,161.79
Total Slippage
$65,586.35
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following,tactical allocation,leveraged etfs,tech-heavy,inverse etfs,volatility hedge,managed futures,bonds,momentum,mean reversion
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra 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 toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.85%. 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.