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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

Rules-based, short-term trader. If big parts of the market look overheated it goes for a volatility pop (UVXY). Otherwise it buys sharp dips in 3x tech/S&P, or uses KMLM vs tech to pick aggressive tech, short Nasdaq, or Treasuries.
NutHow it works
Each day it checks many stock indexes/sectors. If any look overheated by a 10‑day RSI (0–100 heat score), it buys UVXY (jumps when fear/vol spikes). If not, and UVXY just spiked, it briefly flips between VIXM (fear) and SPXL (3x S&P). Else it buys deep dips: TECL/SOXL/SPXL (3x tech/semis/S&P) when RSI < 30. If no dips, a KMLM (trend following) vs XLK check picks risk‑on (TECL/SOXL/SVIX) or risk‑off (SQQQ/TLT).
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.84 vs SPY ~1.0, Calmar ~6.84, alpha ~1.32. A 100% rules-based strategy that buys dips, captures volatility spikes, and switches risk-on/off to outperform the S&P 500 on a risk-adjusted basis.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.320.380.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.22%14.25%1.36%5.73%0.83
KMLM Switcher of Simon97 - Original
181,809.09%690.31%-3.15%-14.77%3.06
Initial Investment
$10,000.00
Final Value
$18,190,908.69
Regulatory Fees
$50,470.16
Total Slippage
$353,846.60
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Short-term, rsi-driven, mean reversion, volatility spikes, leveraged etfs, sector/style monitors, kmlm regime switch, momentum/dip buying
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 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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switcher of Simon97 - Original" has returned 222.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Switcher of Simon97 - Original" is 32.55%. 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, crypto, and options.