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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 switcher. If markets look overheated, it parks in T‑Bills. If not, it buys sharp dips in leveraged stock ETFs. When there’s no dip, it decides between tech/growth vs managed‑futures: if tech leads, own 2x equity; if not, hold diversifiers.
NutHow it works
Daily, it first asks: are markets “too hot”? If yes, it goes to T‑Bills (SGOV). If not, it checks fear (UVXY). Under fear it mixes beta with income. If a big dip appears, it buys leveraged stock funds. Otherwise it compares tech (XLK) vs KMLM: if tech leads, own the strongest 2x equity; if KMLM leads, hold diversifiers.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.45 vs SPY 1.15; annualized return 62.4% vs 21.4%; max drawdown 14.6% vs 18.8%; Calmar 4.28. Dynamic mix of leveraged equity, cash, and diversifiers targets steadier, higher risk-adjusted growth than the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,leveraged equity,managed futures,long/short,currencies,treasuries,cash timing,risk-on/risk-off
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 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 toROM. 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 62.43%. 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, crypto, and options.