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Symphonies
KMLM switcher WASH Sale 2 WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical switcher: go to cash when markets run too hot, buy levered tech/Nasdaq/S&P on deep dips, and otherwise choose stocks or diversifiers by comparing tech vs KMLM (a managed-futures trend fund).
NutHow it works
Daily, it reads a 0–100 “heat” gauge (RSI). - Too hot (>~80): move to SGOV (T-bills). - Volatility spike: use a safety mix. - Too cold (<~30): buy 2x tech/Nasdaq/S&P for a bounce. - Else, compare tech (XLK) vs KMLM (trend-following managed-futures): if tech wins, own the strongest 2x stock fund; if KMLM wins, rotate into diversifiers (bonds, long/short equity, managed futures, USD/EUR).
CheckmarkValue prop
Out-of-sample, this strategy targets bigger upside with less risk than the S&P: ~58.5% annual return vs ~20.7%, Sharpe ~1.44 vs 1.16, drawdown ~14.6% vs ~18.8%, Calmar ~4.0. Dynamic heat/risk controls and regime switching.

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Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, momentum, mean reversion, leveraged etfs, managed futures, alternatives, cash timing
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FXE
Invesco CurrencyShares Euro Currency Trust
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QAI
NYLI Hedge Multi-Strategy Tracker ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
ROM
ProShares Ultra Technology
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 WASH Sale 2 WM 74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM switcher WASH Sale 2 WM 74" is currently allocated toCLSE, USDU, CTA, QAIandTBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM switcher WASH Sale 2 WM 74" has returned 56.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM switcher WASH Sale 2 WM 74" is 14.58%. 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 WASH Sale 2 WM 74", 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.