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Symphonies
KMLM Switcher of Simon97 - Original
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A high-risk, short-term rotation that goes all-in on a single levered tech/semiconductor or volatility instrument based on short-term momentum signals, staying in cash otherwise.
NutHow it works
The strategy watches a small set of ETFs (tech/semis, broad market, and volatility products). It calculates short-term momentum signals (RSI) on base tickers. When a signal exceeds a high threshold, it allocates 100% of capital into a single instrument from the candidate list (e.g., TECL, SOXL, UVXY, SVIX, VIXM, SPXL). If no signal fires, it stays in cash. There is no ongoing rebalancing; trades occur only on trigger events. It’s a high-leverage, high-variance rotation designed to capture quick moves in tech/semis or volatility, with substantial risk if markets move against the chosen instrument.
CheckmarkValue prop
An all-in, short-term momentum rotation into leveraged tech/volatility assets. OOS tests show a clear edge vs the S&P: Sharpe ~1.59 vs ~1.00, alpha ~1.13, Calmar ~4.43, annualized return ~160% vs ~18% for SPY, beta ~0.8, higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.20.2500.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
59.05%12.63%-2.02%-1.16%0.77
KMLM Switcher of Simon97 - Original
190,277%593.04%6.53%-1.26%2.91
Initial Investment
$10,000.00
Final Value
$19,037,700.42
Regulatory Fees
$63,776.64
Total Slippage
$447,920.50
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Equities, momentum rotation, leveraged etfs, volatility hedging, short-term trading
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond 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 Switcher of Simon97 - Original" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Switcher of Simon97 - Original" is currently allocated toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switcher of Simon97 - Original" has returned 173.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Switcher of Simon97 - Original" is 36.10%. 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 Switcher of Simon97 - Original", 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.