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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 reads trend “thermometers” (KMLM/BCI/RSBT/RSST). Based on whether they look hot or cold, it picks one volatile ETF from a small list and buys the one that dropped most yesterday (a quick dip-buy). If no signal, it parks in T‑bills.
NutHow it works
Each day it checks simple 0–100 “heat” scores on KMLM, BCI, RSBT, and RSST (high = recently strong, low = weak). Those scores choose a small menu of aggressive ETFs. It then buys the one that fell the most yesterday. If no clear signal, it holds BIL (T‑bills). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.66, Calmar 6.38, annualized OOS return ~150% vs S&P. Regime-filtered, daily dip-buys in volatile ETFs aim for outsized upside in rallies, with a T-bill fallback to control risk.

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Invest in this strategy
OOS Start Date
Nov 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, regime filter, leveraged etfs, volatility etps, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 150.29%. 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, crypto, and options.