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Symphonies
Chained KMLM conditions - KMLM Pop Bot
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious, all-or-nothing strategy that uses KMLM as a market-regime trigger and only buys SVXY when semiconductors look strong but not overly stretched; otherwise it parks in T-bills.
NutHow it works
This strategy is usually either fully in a cash-like Treasury fund (BIL) or fully in SVXY, a fund that tends to do well when stock-market fear falls. It first looks at KMLM, a managed-futures fund often used as a “stress gauge.” If KMLM has made a big recent move, the strategy checks whether semiconductor stocks look stronger and not too overheated. If yes, it buys SVXY; otherwise it stays in BIL.
CheckmarkValue prop
Out-of-sample this strategy delivers lower max drawdown (8.3% vs 18.8%), higher risk-adjusted return (OOS Sharpe 1.17 vs SPY 1.06), and positive alpha with a low beta—offering steadier gains and downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.210.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
121.43%14.62%-1.04%-0.34%0.91
Chained KMLM conditions - KMLM Pop Bot
374.87%30.66%7.19%8.11%2.15
Initial Investment
$10,000.00
Final Value
$47,487.09
Regulatory Fees
$91.29
Total Slippage
$738.02
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility trading, tactical allocation, managed futures signal, semiconductor sentiment, defensive cash
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures 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.

"Chained KMLM conditions - KMLM Pop Bot " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Chained KMLM conditions - KMLM Pop Bot " is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Chained KMLM conditions - KMLM Pop Bot " has returned 13.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Chained KMLM conditions - KMLM Pop Bot " is 8.29%. 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 "Chained KMLM conditions - KMLM Pop Bot ", 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.
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