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Symphonies
KMLM Switcher - Single Pops (zoop's No K-1 Edit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switcher: play VXX when stocks look overheated, buy leveraged tech/semis/S&P on selloffs, or sit in calmer diversifiers (KMLM, Treasuries, cash-like, hedged equity) otherwise. Uses RSI to time moves; compares tech vs KMLM for trend.
NutHow it works
Each day it checks if parts of the market look hot or cold using RSI (0–100 “heat” score). If several equity ETFs are hot, it jumps to VXX (a fear/volatility fund). If markets are washed out (RSI<30 on TQQQ/SOXL/SPXL), it buys 3x bull funds for a rebound. Else, if tech > managed‑futures (XLK vs KMLM), buy TECL; otherwise hold the 3 calmest of TMF(bonds), VXX(vol), FTLS(hedged), KMLM(trend), BIL(T‑bills).
CheckmarkValue prop
Out-of-sample, this strategy shows a risk-adjusted edge vs the S&P 500: Sharpe ~2.02, alpha ~0.70, Calmar ~6.25, annualized return ~143% vs ~27% for SPY. Dynamic tech/defensive switching targets strong upside with disciplined risk control.

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Invest in this strategy
OOS Start Date
Jun 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/rsi, volatility hedging, leveraged etfs, managed futures, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity 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
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 143.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.92%. 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 the symphony, 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.