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Symphonies
Wash Sale 2 WM 74 Calmer weighted
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switcher among cash‑like T‑bills, U.S. stocks (often tech/leveraged), and KMLM (managed futures). It uses simple overbought/oversold and trend signals plus a volatility hedge to cut drawdowns while riding momentum.
NutHow it works
Daily, rules-based. It watches “heat gauges” (RSI: 0–100; high=too hot, low=too cold) and trends (price vs 200‑day avg). When stocks run hot, it parks in T‑bills (SHV/SGOV) or a small volatility hedge (VXZ). When washed‑out, it buys tech/S&P funds (sometimes leveraged). If tech is weaker than KMLM (a trend‑following managed‑futures fund), it favors KMLM/other hedged funds. A small sleeve times emerging markets. It sizes by recent volatility and rebalances daily. It also alternates SHV/SGOV to reduce wash‑sale clashes.
CheckmarkValue prop
Out-of-sample, this strategy shows higher risk-adjusted returns and smaller drawdowns: Sharpe 1.66 vs 0.95; Calmar 4.24; max drawdown 13.98% vs 18.76%; annualized return 59.26% vs 17.64%. Dynamic diversification beats the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.730.70.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.08%14.6%1.36%5.73%0.85
Wash Sale 2 WM 74 Calmer weighted
1,765.17%123.66%0.39%7.9%3.37
Initial Investment
$10,000.00
Final Value
$186,516.58
Regulatory Fees
$664.40
Total Slippage
$4,162.51
Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/mean‑reversion, managed futures (kmlm), volatility hedges, leveraged/inverse etfs, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Wash Sale 2 WM 74 Calmer weighted" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Wash Sale 2 WM 74 Calmer weighted" is currently allocated toEEV, ROM, VOO, QLDandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Wash Sale 2 WM 74 Calmer weighted" has returned 59.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Wash Sale 2 WM 74 Calmer weighted" is 13.98%. 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 "Wash Sale 2 WM 74 Calmer weighted", 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, crypto, and options.