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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

Daily tactical switch: if tech beats a managed‑futures trend fund, go risk‑on with a 2× AI ETF plus a recently weak helper; otherwise go defensive with either a 2× AI bear or a market‑neutral anti‑beta fund.
NutHow it works
Each day it compares short‑term strength of: FTEC (broad US tech stocks) vs KMLM (a managed‑futures trend fund). If tech is stronger, it buys AIBU (2× AI/Big Data stocks) and splits with whichever of AIBU, SVXY (benefits when volatility falls), or FTEC lagged most recently. If tech is weaker, it buys the recent winner of AIBD (2× AI bear) or BTAL (defensive long‑low‑risk/short‑high‑risk). Rebalanced daily.
CheckmarkValue prop
AI-driven cross-asset strategy that diversifies away from pure equity risk. Out-of-sample: ~7.8% annual return, Sharpe 0.41, max drawdown ~38% vs SPY ~19%. Negative SPY beta and volatility hedges offer resilience when markets wobble.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.75-0.810.07-0.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
33.07%17.56%-0.15%0.4%1.04
KMLM | AI?
133.41%61.61%4.63%23.53%1.22
Initial Investment
$10,000.00
Final Value
$23,340.54
Regulatory Fees
$70.07
Total Slippage
$375.11
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, momentum vs trend, ai theme, leveraged etfs, volatility (svxy), market‑neutral (btal), defensive tilt
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
AIBD
Direxion Daily AI and Big Data Bear 2X Shares
Stocks
AIBU
Direxion Daily AI and Big Data Bull 2X Shares
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 toBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM | AI?" has returned 19.09%. 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.