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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 tactical switcher that rides tech uptrends, hedges when they get too hot, and in downtrends flips among bearish Nasdaq, short‑term bonds, or a trend‑following managed‑futures fund—while also buying sharp tech/semis dips.
NutHow it works
It first asks if a fast‑growing tech fund (tracks the Nasdaq, 3x daily) is above its 200‑day average. If yes: ride that fund unless it’s red‑hot (then use a volatility‑spike fund) or stocks lag a managed‑futures fund (then use a –1x Nasdaq fund). If no: buy sharp dips in 3x tech/semis; if price keeps sliding, hold whichever is stronger: a –3x Nasdaq fund or short‑term bonds. If momentum improves, go back to tech or to managed futures.
CheckmarkValue prop
Out-of-sample edge: ~42% annualized vs ~17% S&P, Calmar ~1.47, plus risk-aware diversification via volatility hedges, trend-following, and managed futures. Tech leadership with adaptive protection for stronger risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, tactical trading, leveraged etfs, inverse etfs, volatility hedge, managed futures, momentum, contrarian
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 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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 toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.91%. 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.