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Symphonies
Wash Sale 3 Sorted by 5 day Max DD WM 74
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. It times stock exposure with trend and “too hot/too cold” checks, parks in T‑bills when overheated, buys dips with 2x funds, shifts to diversifiers when KMLM leads, and favors the sleeve with the gentlest recent loss.
NutHow it works
Daily it picks the sub‑strategy with the smallest 5‑day loss. Then: - Trend: S&P above 200‑day avg = risk‑on; below = defensive. - RSI = a 0–100 “heat” score. > ~79 (too hot) → T‑bills (SGOV/SHV). < ~30 (washed out) → buy 2x stock funds (QLD/SPUU). - Tech vs KMLM (managed‑futures): if tech leads, hold stocks; if KMLM leads, use diversifiers (managed futures, long/short, currencies). - VIXM hot → more cash/VIX hedge; EM sleeve (EEM/EEV) only when inflation (RINF) rises and bonds beat stocks. - Swaps among look‑alike ETFs to help with wash‑sale taxes.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe 2.13 vs 0.95, Calmar 7.06, drawdown 17.5% vs 18.8%, alpha +0.64%, and annualized return ~123.5% vs ~17.6%. A regime-aware, risk-controlled allocator.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.140.750.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
61.6%14.18%1.36%5.73%0.83
Wash Sale 3 Sorted by 5 day Max DD WM 74
6,967.11%224.32%-0.02%7.92%3.38
Initial Investment
$10,000.00
Final Value
$706,710.55
Regulatory Fees
$2,710.02
Total Slippage
$17,231.95
Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend timing, rsi/mean reversion, leveraged etfs, managed futures, volatility filter, tax-loss rotation
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toROM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 123.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.50%. 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, crypto, and options.