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Symphonies
KMLM AGG SH JRT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between 3× Tech, semiconductors, a defensive LLY/NVO/COST/GE mix, or a Nasdaq hedge (PSQ) by comparing short‑term momentum: Tech vs managed‑futures (KMLM) and Bonds (AGG) vs shorting stocks (SH). Uses RSI and a ~10% rebalance band.
NutHow it works
RSI = a 0–100 score of recent price strength; higher = stronger trend. Step 1: compare Tech (XLK) vs KMLM, a managed‑futures fund that follows trends in commodities, rates, and currencies. If Tech leads and bonds (AGG) beat shorting stocks (SH), buy 3× Tech (FNGU, TECL); else hold semis (SMH). If KMLM leads and bonds win, hold LLY, NVO, COST, GE (sized by stability); else hedge with −1× Nasdaq (PSQ). No set rebalance; ~10% band. Sectors: Tech; or Healthcare/Staples/Industrials.
CheckmarkValue prop
Adaptive regime-switching strategy lowers market beta (~0.75) and diversifies across tech, semis, defensive stocks, bonds, futures, and a Nasdaq hedge. Out-of-sample: ~5.7% annualized return with ~0.34 Sharpe vs. S&P, plus diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.020.770.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
12.93%12.46%0.54%-0.34%0.71
KMLM AGG SH JRT
0.07%0.07%-0.57%-3.64%0.21
Initial Investment
$10,000.00
Final Value
$10,007.43
Regulatory Fees
$13.77
Total Slippage
$88.94
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, sector rotation, risk-on/risk-off, leveraged etfs, managed futures, defensive equities, tactical allocation
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
GE
GE Aerospace
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SMH
VanEck Semiconductor 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.

"KMLM AGG SH JRT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM AGG SH JRT" is currently allocated toNVO, GE, LLYandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM AGG SH JRT" has returned 0.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM AGG SH JRT" is 41.52%. 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 "KMLM AGG SH JRT", 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.