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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

A daily, rules‑based blend that: hedges with volatility when markets look “too hot,” buys leveraged tech/semis on “too cold” dips, parks in T‑bills when risk rises, and switches to KMLM (managed futures) or long/short when tech momentum fades.
NutHow it works
It checks the market each day with a simple “heat gauge” (RSI, 0–100). Above ~80 = overheated; below ~25–30 = washed out. When things look overheated, it buys volatility funds (UVXY/VXX) or parks in T‑bills (BIL/BOXX). When washed out, it buys fast rebound plays (TQQQ/TECL/SOXL/SPXL). If tech isn’t leading, it shifts to KMLM (managed futures) or a long/short mix. Bonds (TMF/TMV) are used when their trend is favorable.
CheckmarkValue prop
Out-of-sample: 35.18% annualized return vs SPY's 25.61%, Calmar 1.27, and a diversified, regime-switching approach with volatility hedges and managed-futures. Potential for higher long-run growth than the S&P, with larger but manageable drawdowns.

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Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical-allocation, regime-switching, volatility-hedge, managed-futures, leveraged-momentum, crash-catcher
Tickers in this symphonyThis symphony trades 55 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOXX
Alpha Architect 1-3 Month Box ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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 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, BOXX, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Consolidation WM 74" has returned 35.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Consolidation WM 74" is 27.80%. 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, and options.