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Symphonies
V4 BWC: Managed Futures
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switcher: hedge when markets look euphoric, own a diversified mix of managed‑futures most other days, and occasionally buy SPY or XLK when they’re deeply oversold. Uses simple signals (RSI, drawdowns, big moves) and sizes positions by risk.
NutHow it works
Each day it picks among three modes: 1) If stocks look overheated (RSI, a 0–100 “speedometer” of recent gains, is very high—or 3x Nasdaq had a huge up day), it hedges: split between BTAL (defensive long/short) and UVXY (volatility spike hedge). 2) Otherwise it holds a mix of managed‑futures funds (DBMF/KMLM/FM F/CTA/WTMF), favoring calmer, less “hot” ones and sizing them by inverse volatility. 3) In deep selloffs (very low RSI), it may briefly buy XLK (tech) or SPY.
CheckmarkValue prop
Out-of-sample edge: about 7.6% annualized return with a smaller max drawdown (14.58% vs S&P 18.76%), thanks to tactical hedges and a diversified managed-futures sleeve. More downside protection and steadier growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.26-0.090.01-0.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.35%14.95%1.75%5.97%0.89
V4 BWC: Managed Futures
142.21%26.35%-3.73%9.87%1.39
Initial Investment
$10,000.00
Final Value
$24,220.63
Regulatory Fees
$161.92
Total Slippage
$909.12
Invest in this strategy
OOS Start Date
Mar 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Managed futures, tactical hedging, rsi signals, volatility targeting, daily rebalanced, mean‑reversion, diversified alternatives
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
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
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"V4 BWC: Managed Futures" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V4 BWC: Managed Futures" is currently allocated toFMF, WTMFandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V4 BWC: Managed Futures" has returned 10.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V4 BWC: Managed Futures" is 14.58%. 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 "V4 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.