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Symphonies
KMLM or (WAM + KMLM) + (JRT + KMLM)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven, trend/momentum strategy that rotates between aggressive tech/semis and short‑volatility in strong markets, quality large caps in middling markets, and inverse tech/treasury funds in weak markets, using KMLM and volatility as regime guides.
NutHow it works
It’s a rules-based trend strategy that picks offense or defense by comparing recent strength scores (RSI) of key markets. Think of RSI as a quick “who’s stronger now?” meter. KMLM (a managed‑futures trend fund) acts as a market thermometer. If chip stocks beat that thermometer and market fear is easing (SVIX trending up), it goes aggressive with semis/tech or short‑volatility. If not, it holds either quality big names (LLY, NVO, COST, GE) or defensive/short funds (SQQQ, TECS, TMV). It sizes positions larger when they’ve been calmer and only rebalances when weights drift.
CheckmarkValue prop
Diversified, rules-based trend/volatility strategy that rotates between aggressive tech/semis and defensive hedges to diversify SPY and capture regime shifts. In this OOS period it shows drawdowns but aims for lower correlation and upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.410.980.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.25%13.25%-4.98%-4.59%0.8
KMLM or (WAM + KMLM) + (JRT + KMLM)
14,702.39%261.48%3.03%17.71%2.14
Initial Investment
$10,000.00
Final Value
$1,480,238.59
Regulatory Fees
$15,620.63
Total Slippage
$100,826.56
Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, momentum, regime switching, volatility timing, sector rotation, leveraged & inverse etfs, cross-asset signals
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 or (WAM + KMLM) + (JRT + KMLM)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM or (WAM + KMLM) + (JRT + KMLM)" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM or (WAM + KMLM) + (JRT + KMLM)" has returned -44.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM or (WAM + KMLM) + (JRT + KMLM)" is 76.96%. 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 or (WAM + KMLM) + (JRT + KMLM)", 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.