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Symphonies
KMLM Consolidation WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules switch between: 1) buying leveraged tech/semis on dips, 2) hedging with VIX funds when markets look overheated, and 3) parking in KMLM (managed futures), bonds, or T‑Bills when conditions are mixed.
NutHow it works
Each day it asks: are stocks too hot or too cold? - Too hot: hedge with funds linked to market volatility (VIX). - Too cold: buy rebound‑prone, leveraged tech/semis (TQQQ, TECL, SOXL). - In‑between: sit in T‑Bills/cash‑like funds, bonds, or KMLM (a trend‑following managed‑futures fund). It also has “crash catchers” that jump to VIX or cash during sharp drops.
CheckmarkValue prop
Dynamic, rules-based strategy blends leveraged tech on dips, volatility hedges, and trend-following futures. Out-of-sample Sharpe ~0.76 with Calmar ~1.42—providing diversification and risk control when the S&P swings or diverges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.640.70.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
78.83%22.32%1.36%5.73%1.38
KMLM Consolidation WM 74
12,080.54%428.39%7.82%3.5%3.57
Initial Investment
$10,000.00
Final Value
$1,218,053.60
Regulatory Fees
$2,439.81
Total Slippage
$15,221.38
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility hedging,managed futures,leveraged etfs,daily rebalance,momentum & mean reversion
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.

"KMLM Consolidation WM 74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Consolidation WM 74" is currently allocated toSOXL, SVIX, SPXL, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Consolidation WM 74" has returned 24.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Consolidation WM 74" is 17.58%. 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 Consolidation WM 74", 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.