KMLM switcher (IRA and ROTH)
Today’s Change (Mar 18, 2026)
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About
A tactical, high‑octane ETF strategy: fade overheated stock markets by buying a fear spike (UVXY), buy sharp dips in 3x equity funds, and otherwise switch between risk‑on bounces and risk‑off (short Nasdaq or Treasuries) using a tech‑vs‑KMLM regime check.
It’s a fast-switching, high-risk ETF trader guided by RSI (a quick “hot vs cold” score from recent prices).
1) If many stock/sector funds look too hot, it buys UVXY (a fund that jumps when market fear spikes).
2) If fear is already hot, it chooses VIXM (another fear fund) or SPXL (3x S&P 500) based on market tone.
3) If nothing is extreme, it buys deep dips in 3x funds: TECL (tech), SOXL (semis), SPXL (S&P), or LABU (biotech).
4) If no dips, it runs a regime check: if tech (XLK) is stronger than KMLM (a managed‑futures fund that often does well when stocks struggle), it holds 2 of these for a bounce: TECL, SOXL, SVIX (short volatility), BULZ (3x FANG), SPXL. Otherwise it hides in whichever is stronger: SQQQ (3x short Nasdaq) or TLT (long-term US Treasuries).
Volatility-driven, regime-switching strategy aimed at capturing spikes and mean-reversion. Out-of-sample results trail the S&P and show large drawdowns. Best used as a small satellite to diversify risk, not as core equity exposure.
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Invest in this strategy
OOS Start Date
Aug 4, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical etf rotation, leveraged etfs, volatility timing, mean reversion, regime switching, risk-on/risk-off, high risk
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks