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Symphonies
KMLM Structure Example
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switch that bets for or against the NASDAQ‑100 using leveraged ETFs. It uses KMLM as a cross‑asset “regime” gauge and SPY’s 200‑day trend to set how bearish to be. Three independent votes are averaged into one position.
NutHow it works
Three rules vote daily on a NASDAQ‑100 bet. Indicators: Moving average = average price over N days; RSI = 0–100 score of recent gains vs losses. Tickers: SPY = S&P 500; XLK = tech sector; KMLM = trend‑following futures. If stocks (SPY/XLK) look stronger than KMLM, go 3x long (TQQQ). If KMLM looks stronger, go short (SQQQ if SPY is weak; PSQ if not). The three votes are averaged.
CheckmarkValue prop
Out-of-sample edge: stronger risk-adjusted growth than SPY. Sharpe ~1.26 vs 1.16; annualized return ~57% vs ~21%; Calmar ~1.72, driven by regime-based NASDAQ tilts. Note: drawdowns can reach ~33% in some periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.86-0.010-0
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
93.18%13.53%-1.77%0.2%0.83
KMLM Structure Example
4,391.68%108.14%-0.13%3.75%1.7
Initial Investment
$10,000.00
Final Value
$449,168.17
Regulatory Fees
$704.25
Total Slippage
$4,325.31
Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, relative strength, trend following, leveraged etfs, nasdaq-100, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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 Structure Example" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Structure Example" is currently allocated toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Structure Example" has returned 59.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Structure Example" is 33.06%. 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 Structure Example", 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.