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Symphonies
KMLM - Check 3x, 2x and 1x Semiconductors and TECL (10D RSI and 20D MA)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical rotation around tech/semis using 10‑day momentum and a 20‑day trend filter with KMLM as the yardstick. It flips among TECL/SOXL (bull), TECS (bear), and SVIX (short volatility). Very high risk: 3x funds and short‑vol exposure.
NutHow it works
It uses KMLM (a managed‑futures fund) as a yardstick. It compares 10‑day RSI (a 2‑week “heat” meter of recent ups vs downs) for semis/tech and the U.S. dollar against KMLM, then checks KMLM’s 20‑day moving average (a 1‑month trend line). If KMLM is above its 20‑day average, it goes defensive with TECS (3x tech bear). If KMLM is below, it buys either TECL or SOXL (the more beaten‑up), or—when KMLM looks stronger than semis—the stronger of TECL or SVIX (short volatility).
CheckmarkValue prop
High-risk crisis hedge: a tactical, levered tech/semis rotation using bear/short-vol signals to diversify SPY. Out-of-sample results are negative with large drawdowns—best kept small as a risk-tolerant satellite, not core SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.30.370.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.53%14.3%1.2%6.23%0.84
KMLM - Check 3x, 2x and 1x Semiconductors and TECL (10D RSI and 20D MA)
4,877.59%193%-11.32%-38.65%1.81
Initial Investment
$10,000.00
Final Value
$497,759.29
Regulatory Fees
$2,951.96
Total Slippage
$18,173.22
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical trading, leveraged etfs, technology, semiconductors, momentum, trend filter, short volatility, managed-futures signal
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -34.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 60.71%. 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 the symphony, 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, crypto, and options.