Skip to Content
Symphonies
KMLM sorter V2
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Adaptive hot/cold switcher: hedges with volatility in overheated markets, buys high‑octane rebound funds after sharp drops, and otherwise parks in diversifiers like managed futures (KMLM), the dollar, or bonds. Chooses the best‑recent variant; one holding at a time.
NutHow it works
It reads a short‑term “heat” gauge on stocks. If very hot, it hedges with funds that jump when stocks fall (volatility). If very cold, it buys fast‑rebound, high‑octane stock funds. If neither, it holds KMLM (managed futures that often move differently than stocks), or other diversifiers like the dollar or bonds. It mostly touches tech/semis/financials/biotech/energy, plus gold/silver/commodities and Treasuries. A meta‑layer picks the sub‑model that’s worked best lately. One fund at a time.
CheckmarkValue prop
Adaptive risk-overlay designed to hedge volatility and diversify beyond the S&P 500. While out-of-sample results show underperformance vs SPY, it can help limit drawdowns and add resilience during market regime shifts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.580.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
15.75%18.06%-5.67%-5.04%1.47
KMLM sorter V2
4.68%5.33%10.95%7.97%0.39
Initial Investment
$10,000.00
Final Value
$10,467.86
Regulatory Fees
$38.82
Total Slippage
$229.04
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, volatility timing, leveraged etfs, managed futures, trend following, mean reversion, risk-on/risk-off
Tickers in this symphonyThis symphony trades 57 assets in total
Ticker
Type
AAPX
T-Rex 2X Long Apple Daily Target ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZZ
GraniteShares 2x Long AMZN Daily ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
FTLS
First Trust Long/Short Equity 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 sorter V2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM sorter V2" is currently allocated toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM sorter V2" has returned 5.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM sorter V2" is 44.34%. 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 sorter V2", 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.