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Symphonies
Wash Sale 3 Sorted by 5 day Max DD WM 74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switcher that rides strong uptrends with 2x tech/S&P funds and quickly retreats to cash, bonds, alts, or shorts when risk rises. Uses simple “heat” (RSI), long-term trend, and KMLM (managed-futures) as a macro switch. High risk due to leverage.
NutHow it works
Each day it picks the sub-strategy with the smallest recent 5‑day drop. It checks: trend (vs a long-term average), “heat” (RSI: a 0–100 gauge of short-term overbought/oversold), and a cue from KMLM (a managed‑futures fund). In uptrends it buys 2x tech/S&P funds; in stress it moves to T‑bills, bonds, or inverse funds. It may swap look‑alikes to manage wash‑sale taxes.
CheckmarkValue prop
Out-of-sample edge: ~89% annualized return vs ~17% for the S&P, Sharpe ~1.80 vs ~0.96, Calmar ~5.11, and drawdown ~17.5% vs ~18.8%. A rules-based, risk-controlled leveraged strategy that rotates to safety in stress.

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Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical trend-following, momentum/mean-reversion, managed-futures signal (kmlm), leveraged etfs, risk-managed, multi-asset, volatility filter, wash-sale aware
Tickers in this symphonyThis symphony trades 61 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FXE
Invesco CurrencyShares Euro Currency Trust
Stocks
IAU
iShares Gold Trust
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 toREW, QIDandSDS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 96.89%. 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, and options.