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Symphonies
Holy Grail | KMLM (zoop's No K-1 Edit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, daily strategy that rides 3x tech in healthy trends, hedges with VXX when markets overheat, buys steep dips, and can flip short when a managed‑futures trend (KMLM) outperforms tech. Uses gold/silver/cash as safety; includes crash protection.
NutHow it works
Daily, rule‑based. First it checks trend/“heat” (RSI = a 0–100 speed/heat score). If markets are red‑hot, it hedges with VXX (a volatility/fear fund). If healthy but not hot, it rides leaders via 3x tech funds (TQQQ/SPXL/TECL/SOXL); or shifts to gold/silver/cash when bonds outscore stocks. If weak/high‑vol, it buys deep dips or stays in safety. A “KMLM switch” compares tech (XLK) vs KMLM (a managed‑futures trend ETF): if KMLM wins, it uses inverse ETFs to go short. Crash brake: big drop → cash.
CheckmarkValue prop
Out-of-sample, this strategy underperforms the S&P and faces larger drawdowns (~30% vs ~5%). It offers hedges and regime-switching for diversification. Use as a crisis-protection sleeve alongside the S&P 500, not as a replacement.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.860.620.030.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
100.37%14.42%1.75%5.97%0.88
Holy Grail | KMLM (zoop's No K-1 Edit)
1,015,278.1%497.96%1.92%-2.53%3.47
Initial Investment
$10,000.00
Final Value
$101,537,810.29
Regulatory Fees
$277,079.13
Total Slippage
$1,972,898.21
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend, mean reversion, volatility hedge, leveraged etfs, inverse etfs, managed futures, daily rebalance
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Holy Grail | KMLM (zoop's No K-1 Edit)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Holy Grail | KMLM (zoop's No K-1 Edit)" is currently allocated toSPXU, SOXS, SRTYandQID. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Holy Grail | KMLM (zoop's No K-1 Edit)" has returned 4.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Holy Grail | KMLM (zoop's No K-1 Edit)" is 30.63%. 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 "Holy Grail | KMLM (zoop's No K-1 Edit)", 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.