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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

A daily switch: if U.S. tech shows stronger short‑term momentum than a managed‑futures fund, go 100% into a bullish stock ETF (SPYU). Otherwise go 100% into a 3× inverse tech ETF (TECS). High risk due to leveraged short tech in “risk‑off” periods.
NutHow it works
Each day the strategy scores recent price strength for two yardsticks: XLK (big U.S. tech stocks) and KMLM (a managed‑futures trend fund). If tech looks stronger than managed futures, it puts 100% into SPYU (the “risk‑on” choice). Otherwise it moves 100% into TECS, a fund designed to go up when tech falls (about −3× daily).
CheckmarkValue prop
Out-of-sample annual return 21.4% vs S&P 20.1%, with positive alpha (~0.7%). Daily signals ride tech momentum or levered inverse tech for upside and diversification. Note: drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.24-1.220.09-0.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
51.15%20%-1.77%0.2%1.23
KMLM | SPYU instead of Technology |
473.07%116.08%-1.08%-5.48%1.51
Initial Investment
$10,000.00
Final Value
$57,306.59
Regulatory Fees
$86.68
Total Slippage
$499.88
Invest in this strategy
OOS Start Date
Aug 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum/rsi, relative strength, technology, managed futures signal, leveraged inverse etf, daily rebalancing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
XLK
State Street Technology Select Sector SPDR 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 | 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 toTECS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM | SPYU instead of Technology |" has returned 34.94%. 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, and options.