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Symphonies
DBMF (KMLM switcher LBT) signal test BT 6/6/19: AR 82/44
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple switch: 100% in DBMF (managed-futures diversifier) when its recent momentum (RSI) beats TECL’s; otherwise 100% in TECL (3× tech). Title mentions KMLM, but this test actually toggles only between DBMF and TECL.
NutHow it works
It compares a short-term “heat” score (RSI, 0–100 based on recent up vs down days) for two funds. If DBMF’s score is higher, own DBMF; otherwise own TECL. DBMF: trend‑following across commodities, rates, and currencies (diversifier). TECL: 3× daily US tech; very volatile. All‑in on the leader; switch when the lead changes.
CheckmarkValue prop
Out-of-sample, this strategy yields 25.22% annualized return vs 20.67% for the S&P, with diversification from managed futures. Expect higher drawdowns (~68%) in volatile markets, but the upside potential is meaningful for investors with higher risk tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.41.170.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
191.82%16.48%1.36%13.5%0.87
DBMF (KMLM switcher LBT) signal test BT 6/6/19: AR 82/44
2,859.65%62.03%25.73%117.7%1.24
Initial Investment
$10,000.00
Final Value
$295,964.79
Regulatory Fees
$294.92
Total Slippage
$2,284.35
Invest in this strategy
OOS Start Date
Feb 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum,rsi,managed futures,leveraged etfs,sector rotation,trend following,risk-on/risk-off
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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.

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

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

Year-to-date, the symphony has returned 25.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 67.92%. 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.