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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, rules‑based “front‑runner” that times hot/cold markets: loads VIX when stocks are overheated, buys leveraged tech on deep dips, and otherwise switches between Tech and KMLM (managed futures) regimes, with cash/bond safety nets.
NutHow it works
Each day it asks: how hot or cold are stocks right now? - If very hot: shift into funds tied to market fear (VIX) to hedge or profit from a pullback; the hotter it is, the more VIX it holds. - If very cold: buy aggressive tech/semiconductor funds for a rebound. - If in‑between: compare Tech’s strength vs KMLM (a managed‑futures ETF). If Tech is stronger, hold a basket of leveraged tech and short‑vol; if KMLM is stronger, hold a steadier long/short/alt mix (incl. KMLM). Several safety nets move to T‑bills or bonds when risk spikes.
CheckmarkValue prop
Rules-based regime switching aims for outsized upside vs the S&P, with top risk-adjusted metrics: OOS return ~181% annualized, Calmar ~13.6, Sharpe ~2.75, driven by tech momentum, VIX hedges, and managed-futures diversification.

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Invest in this strategy
OOS Start Date
Apr 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged tech, volatility hedging, managed futures (kmlm), bond momentum, cash safety nets, daily rebalance
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 Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
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 162.30%. 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.