Skip to Content
Symphonies
BM KMLM
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, one-position system: fade overheated markets with UVXY, buy 3× stock funds after sharp drops, or use a tech-vs-KMLM trend check to choose between leveraged tech, short Nasdaq, or long Treasuries.
NutHow it works
It watches a short-term “heat gauge” (RSI). If several market/sector funds look extremely hot, it buys UVXY (a fund that jumps when volatility spikes). If not, and UVXY is already hot, it toggles between volatility and a 3× S&P fund. If markets look very cold, it buys 3× stock funds for a bounce. Otherwise it compares tech vs KMLM (a trend fund) to choose aggressive tech trades, or switch to short Nasdaq or long Treasuries.
CheckmarkValue prop
Not a core S&P substitute. OOS returns are negative (-29% ann.) with 36% drawdown. It may offer volatile tactical exposure (UVXY/levered bets) for big moves—best as a satellite sleeve with strict risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.220.2500.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.95%14.02%9.27%4.88%0.84
BM KMLM
252,323.23%611.58%34.54%38.84%2.95
Initial Investment
$10,000.00
Final Value
$25,242,323.48
Regulatory Fees
$68,991.28
Total Slippage
$484,950.94
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum, mean reversion, volatility trading, leveraged etfs, trend following, risk-on/risk-off
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"BM KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BM KMLM" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BM KMLM" has returned 28.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BM KMLM" is 36.10%. 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 "BM KMLM", 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.