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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 fast, risk-on/off switcher. Overheated stocks → UVXY (volatility spike play). Otherwise buy sharp dips in 3x tech/semis/S&P. If no dip, compare tech vs KMLM; offense = TECL/SOXL/SVIX, defense = SQQQ or TLT.
NutHow it works
It watches a short-term “heat” score (RSI: high=overheated, low=washed‑out) on many stock funds. If any look overheated, it moves 100% to UVXY (a fund that jumps when fear spikes). If not, it either buys dips in 3x bulls (TECL tech, SOXL semis, SPXL S&P) or runs a regime test: if tech (XLK) beats KMLM (managed‑futures trends), buy the most washed‑out of TECL/SOXL/SVIX (short fear); else go defensive with SQQQ (short Nasdaq) or TLT (Treasuries).
CheckmarkValue prop
Out-of-sample Sharpe 1.59 vs S&P 0.99; Calmar 4.43; beta ~0.80. Regime-driven, volatility-timing strategy shifting into levered tech/vol when favorable, aiming for higher risk-adjusted returns with managed downside.

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Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, rsi mean-reversion, volatility timing, leveraged etfs, risk-on/off, tech/semis focus, managed-futures signal
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 Shares
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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switcher of Simon97 - Original" has returned 160.60%. 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.