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Symphonies
KMLM | AI?
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical switch between aggressive AI/tech and defensive hedges. If tech looks stronger than managed‑futures, go risk‑on (AIBU plus a laggard from AIBU/SVXY/FTEC). Otherwise hold the stronger of inverse‑AI (AIBD) or anti‑beta (BTAL). Uses leveraged ETFs.
NutHow it works
Each day, compare 10‑day RSI (0–100 score of recent up vs down days) of FTEC (US tech) vs KMLM (managed‑futures trend fund). If FTEC’s RSI is higher, hold AIBU (2× AI/Big Data) plus the laggard by recent trend among AIBU, SVXY (benefits from calm volatility), and FTEC—split equally. If not, hold whichever is stronger of AIBD (2× short AI/Big Data) or BTAL (defensive long‑short). Rebalance daily.
CheckmarkValue prop
RSI-driven tactical strategy shifting to 2x AI/tech or defensive hedges, adding diversification and regime-aware risk control to a core portfolio. OOS returns trail the S&P, but this can reduce correlation and provide volatility hedging in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.74-0.820.08-0.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
30.29%15.82%-1.77%0.2%0.96
KMLM | AI?
137.82%61.75%1.84%7.05%1.23
Initial Investment
$10,000.00
Final Value
$23,782.12
Regulatory Fees
$70.98
Total Slippage
$379.89
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, rsi regime filter, ai/tech, leveraged etfs, managed futures signal, volatility, momentum, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
AIBD
Direxion Daily AI and Big Data Bear 2X ETF
Stocks
AIBU
Direxion Daily AI and Big Data Bull 2X ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FTEC
Fidelity MSCI Information Technology Index ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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.

"KMLM | AI?" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM | AI?" is currently allocated toAIBD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM | AI?" has returned 20.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM | AI?" is 38.47%. 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 | AI?", 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.