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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

A tactical switcher using RSI. If tech momentum beats a trend‑following fund (KMLM), it goes heavy tech (often 3×). If not, it shifts to a defensive stock basket or shorts the Nasdaq, guided by a bonds‑vs‑short‑S&P check.
NutHow it works
RSI = a 0–100 score of recent ups vs downs (higher = stronger). 1) Compare 10‑day RSI of XLK (tech) vs KMLM (a managed‑futures trend fund). If tech > KMLM: - If 20‑day RSI of AGG (bonds) > 60‑day RSI of SH (short S&P): split FNGU & TECL (both 3× long tech). - Else: SMH (semiconductors). If tech ≤ KMLM: - If AGG > SH: low‑vol mix of LLY, NVO, COST, GE (more to steadier names). - Else: PSQ (short Nasdaq).
CheckmarkValue prop
Out-of-sample edge: ~34% annualized return vs SPY ~17.6%, with solid risk-adjusted metrics (Calmar ~0.83, Sharpe ~0.84). Regime-switching pivots to tech rallies or hedges, aiming for higher long-run growth—even with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.231.070.150.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
27.6%17.64%2.33%3.36%1
KMLM AGG SH JRT
55.7%34.33%5.92%-12.74%0.84
Initial Investment
$10,000.00
Final Value
$15,569.72
Regulatory Fees
$18.02
Total Slippage
$144.24
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum (rsi),sector rotation,leveraged etfs,inverse etfs,risk-on/risk-off,trend-following proxy
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 34.35%. 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

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Securities products are: Not FDIC insured · Not bank guaranteed · May lose value

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