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Symphonies
KMLM Switcher Testfolio - No Shorts
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily risk switcher: flee to T‑Bills when stocks are too hot, buy 3× Nasdaq when they’re washed out or tech leads, otherwise hide in long‑term Treasuries—guided by a simple 0–100 momentum gauge and a tech vs managed‑futures check.
NutHow it works
Each day it checks a heat gauge (RSI) on SPY (US stocks). RSI is a 0–100 score of how fast price moved: >80=very hot, <30=very cold. If >80: hold BIL (T‑Bills). If <30: hold TQQQ (3× Nasdaq‑100; very volatile). Else compare XLK (tech) vs KMLM (a managed‑futures ETF that rides trends in commodities/currencies/rates) using RSI. If tech is stronger: TQQQ; otherwise: TLT (long‑term Treasuries).
CheckmarkValue prop
Dynamic risk-switcher delivering superior risk-adjusted out-of-sample results vs the S&P 500: ~132% annualized return vs ~33% SPY, Sharpe ~1.60 vs ~1.47, Calmar ~5.85. Higher upside with greater drawdown risk; hedges in extremes with T-bills/TLT.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.561.960.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
KMLM Switcher Testfolio - No Shorts
3,828.04%109.85%-2.83%7.62%1.75
Initial Investment
$10,000.00
Final Value
$392,804.40
Regulatory Fees
$585.69
Total Slippage
$3,758.89
Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Daily timing,momentum,mean reversion,risk-on/off,tech-heavy,leveraged etf,treasuries,t-bills,rsi,no shorts
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 Testfolio - No Shorts" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Switcher Testfolio - No Shorts" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switcher Testfolio - No Shorts" has returned 132.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Switcher Testfolio - No Shorts" is 22.66%. 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 Testfolio - No Shorts", 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.