1/3 4C KMLM V4.1 SPY 3x Whatever
Today’s Change (Mar 18, 2026)
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About
A daily, three‑sleeve tactical strategy. It hedges when markets look “too hot,” rotates among stocks/bonds/cash/gold when calm, hunts oversold bounces with leveraged ETFs, and holds diversifiers like KMLM (managed futures). Can use inverse ETFs when trends turn down.
How it worksIt’s three equal parts, rebalanced daily. 1) A “Four Corners” map: a 0–100 heat gauge (RSI) says when stocks/sectors are too hot—then it buys crash insurance (VIXY) plus cash/BTAL; if not, it rotates among stocks, Treasuries, T‑bills, utilities or gold, adding leverage only in healthy trends. 2) A “KMLM switcher”: if many markets overheat it briefly buys UVXY; otherwise it buys deep dips (TECL/SOXL/SPXL) or diversifiers like KMLM (managed futures), FTLS, UUP. 3) A short‑term SPY sleeve that buys strength or dips, or moves to cash/inverse when weak.
Value propThree-sleeve, crisis-tested diversification: hedges heat, adds managed futures and volatility tools to ballast SPY, aiming to reduce drawdowns during regime shifts—serving as risk management alongside core equity exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.79 | 0.85 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 59.47% | 12.7% | -1.77% | 0.2% | 0.77 | |
| 2,774.27% | 136.33% | -1.89% | -1.03% | 3.03 |
Initial Investment
$10,000.00
Final Value
$287,427.33Regulatory Fees
$1,029.83
Total Slippage
$6,511.45
Invest in this strategy
OOS Start Date
Aug 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, volatility hedge, leveraged etfs, trend/momentum, mean reversion, managed futures, risk-on/off rotation
Tickers in this symphonyThis symphony trades 49 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DOG
ProShares Short Dow30
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks