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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 rule‑based, high‑octane strategy that rides tech uptrends (TQQQ/TECL/SOXL), but flips to short (SQQQ/PSQ), volatility (UVXY), managed futures (KMLM), or short‑term bonds (BSV) when signals weaken. Uses trend and “hot/cold” signals (RSI).
NutHow it works
Trend check: If TQQQ (3x Nasdaq‑100) is above its 200‑day average = risk‑on; else risk‑off. Risk‑on: ~80% to UVXY when short‑term heat is extreme (RSI>~79; RSI is a 0–100 “hot/cold” meter); otherwise TQQQ if SPY’s recent gains beat KMLM (managed‑futures), or PSQ (short Nasdaq). Risk‑off: Try oversold bounces in TECL/SOXL (3x tech/semis); else pick SQQQ (3x short) or BSV (short‑term bonds) by strength; else SQQQ if oversold, or TQQQ/KMLM by SPY vs KMLM.
CheckmarkValue prop
Out-of-sample annualized return ≈42% vs S&P ≈17%, plus solid risk controls (Calmar ~1.47, Sharpe ~0.90). Higher upside with some larger drawdowns—designed to outperform the S&P across cycles.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.210.510.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
100.72%14.57%-0.17%3.34%0.89
The Holy Grail with a spice of KMLM (trend riding)
31,315.16%207.21%-21.6%-19.74%2.24
Initial Investment
$10,000.00
Final Value
$3,141,515.51
Regulatory Fees
$9,794.51
Total Slippage
$63,174.66
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, trend-following, mean-reversion, leveraged tech etfs, short/hedge, volatility (uvxy), managed futures (kmlm), bonds (bsv)
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 28.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.86%. 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.