Skip to Content
Symphonies
V2 BWC: Ultimate Frontrunner -> KMLM Super Long Block Rotator WM74 + Wash
Today’s Change
—

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

About

A fast, tactical strategy that uses a simple “heat” gauge (RSI) to swing between leveraged tech in rebounds and hedges (VIX funds, Treasuries, commodities, managed-futures like KMLM) when markets look overheated—aiming to front-run pullbacks and pounce on recoveries.
NutHow it works
It watches if the market, especially big tech (QQQ/XLK), looks overheated or washed-out using RSI, a 0–100 “heat” gauge (high=stretched up, low=stretched down). If overheated, it shifts to crash insurance (VIX funds like VXX/UVXY) or to Treasuries/cash/commodities. If washed-out, it buys bounce plays (leveraged tech like TQQQ/TECL/SOXL). When tech lags a diversifier (KMLM, a managed-futures ETF), it rotates into KMLM/long-short/dollar. It has an emergency volatility switch and rebalances daily.
CheckmarkValue prop
Out-of-sample upside is compelling: ~181% annualized return with Calmar ~13.6, driven by dynamic hedges and regime rotations. Drawdowns can exceed SPY, but risk-adjusted growth can far outperform the S&P 500 when regimes align.
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
61.85%22.29%-1.77%0.2%1.36
V2 BWC: Ultimate Frontrunner -> KMLM Super Long Block Rotator WM74 + Wash
2,779.27%307.24%2.72%-2.44%2.61
Initial Investment
$10,000.00
Final Value
$287,927.46
Regulatory Fees
$794.24
Total Slippage
$4,777.07
Invest in this strategy
OOS Start Date
Apr 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility hedging, leveraged etfs, managed futures, bonds, commodities, 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.