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Symphonies
V3 BWC: Managed Futures
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it chooses the most stable and recently oversold managed‑futures ETF(s) from DBMF, KMLM, FMF, CTA, and WTMF, then weights the steadier ones more. Aims for smoother, diversifying returns versus stocks.
NutHow it works
It rotates among five managed‑futures ETFs (DBMF, KMLM, FMF, CTA, WTMF) that trade trends in commodities, interest rates, currencies, and stock indexes (long and short). Each day it picks the calmest/most oversold funds: lowest volatility, smallest recent drop, and lowest 10‑ and 14‑day RSI (a quick up‑vs‑down score). It then blends the picks, giving more weight to steadier ones. Rebalanced daily.
CheckmarkValue prop
Out-of-sample stats show this managed-futures sleeve delivers better risk-adjusted returns than the S&P (Sharpe ~1.54 vs ~1.31, Calmar ~1.53) with far smaller drawdowns (7.7% vs 18.8%), offering diversification and downside protection via ETF rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.090.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.68%13.51%-2.85%-2.42%0.82
V3 BWC: Managed Futures
67.69%14.4%3.88%9.26%1.74
Initial Investment
$10,000.00
Final Value
$16,768.80
Regulatory Fees
$94.66
Total Slippage
$498.55
Invest in this strategy
OOS Start Date
Jan 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Managed futures, etf rotation, trend-following, tactical allocation, inverse-vol weighting, multi-asset, daily rebalanced
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
CTA
Simplify Managed Futures Strategy ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
WTMF
WisdomTree Managed Futures Strategy Fund
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.

"V3 BWC: Managed Futures" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V3 BWC: Managed Futures" is currently allocated toDBMFandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V3 BWC: Managed Futures" has returned 13.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V3 BWC: Managed Futures" is 7.73%. 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 "V3 BWC: Managed Futures", 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.