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Symphonies
Frontrunner: KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it uses trend “thermometers” on cross‑asset funds (led by KMLM) to pick a menu, then buys yesterday’s biggest loser from that menu (3× stock/tech/chips, bonds, or volatility plays). If nothing fires, it parks in T‑bills. Very aggressive.
NutHow it works
Each day it checks “heat meters” (RSI, 0–100) on KMLM (trend fund), BCI (commodities), RSBT (bonds+trend) and RSST (stocks+trend). Those readings pick a small menu of ETFs. It then buys the one that fell the most yesterday (a quick “buy the dip”). Menus include SPXL/SOXL/TECL (3× stock/tech/chips), TMF (3× long Treasuries), SVXY/UVXY (fear index plays), SOXS (bear chips), KOLD (short nat gas). If no clear signal, it holds BIL (T‑bills). Rebalanced daily; high risk.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.65 vs SPY 0.87; Calmar 5.89; annualized return ~139% vs ~15% for the S&P 500; higher alpha. Accepts higher drawdown (~23.5% vs ~18.8%) for far superior upside and risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.691.630.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
55.9%19.61%-1.77%0.2%1.22
Frontrunner: KMLM
788.18%141.23%-11.46%3.55%1.96
Initial Investment
$10,000.00
Final Value
$88,817.82
Regulatory Fees
$274.26
Total Slippage
$1,759.02
Invest in this strategy
OOS Start Date
Nov 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, leveraged etfs, volatility etps, daily rebalancing, macro regime filter
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
RSBT
Return Stacked Bonds & Managed Futures ETF
Stocks
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 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.

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

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

Year-to-date, "Frontrunner: KMLM" has returned 111.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: KMLM" is 23.55%. 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 "Frontrunner: 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.