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Symphonies
KMLM New Simple Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A calm‑market dip‑buyer. When KMLM’s short‑term volatility is low, it buys the most oversold of UPRO or TQQQ (unless SHY is even more oversold). If volatility rises, it shifts partly or fully to SHY. Two cutoffs (1% and 2%) smooth transitions.
NutHow it works
It buys dips only when markets look calm. It checks how jumpy KMLM has been over ~21 days. If daily swings are under 1%, it goes 100% into the single most “beaten‑up” fund by RSI among UPRO (3x S&P 500), TQQQ (3x Nasdaq‑100), and SHY (1–3 Yr Treasuries). If swings are 1–2%, it splits 50% SHY / 50% that pick. If ≥2%, it parks 100% in SHY. No fixed rebalancing; a 5% band limits churn.
CheckmarkValue prop
Out-of-sample, this strategy targets ~55% annualized returns vs SPY's ~20%, with a Calmar near 1 and a volatility gate into Treasuries. Higher upside than the S&P with risk controls, though drawdowns can be sizable in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.670.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.22%14.96%1.36%5.73%0.9
KMLM New Simple Fund Surfing
882.84%59.29%6.76%35.13%1.37
Initial Investment
$10,000.00
Final Value
$98,283.89
Regulatory Fees
$215.12
Total Slippage
$1,364.51
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility filter, rsi dip-buying, leveraged us equities, short-term treasuries, 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.

"KMLM New Simple Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM New Simple Fund Surfing" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM New Simple Fund Surfing" has returned 55.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM New Simple Fund Surfing" is 55.50%. 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 New Simple Fund Surfing", 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.