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Symphonies
V2 BWC: Ultimate Frontrunner -> KMLM Super Long Block Rotator WM74 + Wash
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, multi-block rotation strategy that blends momentum, hedging, and regime-switching across tech, broad equity, volatility, and bonds using RSI and other filters to decide 1–5 assets and weights.
NutHow it works
A daily, rule-based system that moves among growth/tech bets, broad-market exposure, volatility hedges, and safe-asset proxies. It uses momentum and volatility signals (notably RSI and VIX-related metrics) to decide what to buy and how much, with many nested checks to avoid bad timing. The result is a focused mix of a few assets with weights that adapt to market conditions; levered ETFs provide amplified exposure but require careful risk control.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs SPY: Calmar ~13.6, Sharpe ~2.75, and strong upside from daily, multi-asset rotation with hedges. It aims for much higher long-run gains while actively managing risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.092.280.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
61.42%22.2%-2.02%-1.16%1.35
V2 BWC: Ultimate Frontrunner -> KMLM Super Long Block Rotator WM74 + Wash
2,769.77%307.63%2.38%-2.92%2.61
Initial Investment
$10,000.00
Final Value
$286,977.02
Regulatory Fees
$794.21
Total Slippage
$4,776.92
Invest in this strategy
OOS Start Date
Apr 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Quantitative, multi-asset rotation, volatility hedging, leveraged etfs, trend following, mean-reversion
Tickers in this symphonyThis symphony trades 70 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x 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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 155.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.86%. 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, and options.