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Symphonies
KMLM | SPYU instead of Technology |
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch: if Tech’s short‑term momentum beats a managed‑futures fund, go long the S&P 500 (SPYU); otherwise go 3× short Technology (TECS). Very aggressive, timing‑sensitive strategy.
NutHow it works
Each day it compares recent “oomph” (10‑day gains vs losses score, aka RSI) of Tech (XLK) to a trend‑following alternative fund (KMLM). If Tech’s score is higher, it buys a broad S&P 500 fund (SPYU). Otherwise it buys a 3× inverse Tech fund (TECS). 100% in the chosen fund; checks again daily.
CheckmarkValue prop
Stronger upside: out-of-sample annualized return 29.3% vs SPY 20.7%, with a hedge-like beta near -1 for diversification. Caution: max drawdown ~53% in stressed regimes; best as a tactical satellite alongside core equity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.27-0.980.06-0.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.76%24.11%1.36%5.73%1.4
KMLM | SPYU instead of Technology |
399.13%124.13%-6.71%-15.01%1.57
Initial Investment
$10,000.00
Final Value
$49,912.99
Regulatory Fees
$69.91
Total Slippage
$427.34
Invest in this strategy
OOS Start Date
Aug 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, relative strength, tactical allocation, risk-on/risk-off, leveraged etfs, sector rotation, daily rebalance
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 | SPYU instead of Technology |" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM | SPYU instead of Technology |" is currently allocated toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM | SPYU instead of Technology |" has returned 29.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM | SPYU instead of Technology |" is 52.80%. 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 | SPYU instead of Technology |", 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.