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Uncorrelated Outliers | JS mod | JG 2024-11-06
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑driven “all‑weather” system. It rides tech uptrends with leveraged ETFs, then quickly hedges or goes long volatility in selloffs, and rotates into KMLM managed futures, Treasuries, dollar, and gold when risk rises. Aims for growth with crash defense.
NutHow it works
Daily it checks trend and “heat”: - Trend: is SPY above its 200‑day average? - Heat (RSI): a simple hot/cold gauge of recent moves. Risk‑on: own fast movers (TQQQ, SOXL, TECL, UPRO) and short‑vol (SVXY). Frothy or falling fast: switch to crash gear (UVXY/UVIX/VIXY, SQQQ/SOXS/TECS) or T‑Bills (BIL/SHV). When bonds beat stocks or rates swing: use Treasuries (TMF/TMV), gold/USD/BTAL, or KMLM (a diversified managed‑futures fund).

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Invest in this strategy
OOS Start Date
Mar 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime switching, leveraged etfs, volatility hedging, trend + mean-reversion, managed futures (kmlm), risk management
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 holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned varies based on market conditions. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is varies based on market conditions. 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.