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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, rules-based strategy that: parks in T‑Bills when markets are overheated, buys dips with leveraged S&P/Nasdaq/Tech funds, and otherwise switches between Tech momentum and a diversified managed‑futures/long‑short macro sleeve (via KMLM and peers).
NutHow it works
Each day it reads a short‑term “heat meter” (RSI: high=hot, low=cold). - If markets look overheated, it moves 100% to SGOV (T‑Bills). - If volatility jumps, it uses a defensive sleeve. - If there’s a sharp dip, it buys fast‑moving index funds (2x–3x S&P/Nasdaq/Tech). - Otherwise it chooses: Tech momentum vs KMLM (a trend‑following managed‑futures fund). If Tech is stronger, it holds the top recent winner; if not, it rotates into long/short and macro funds.
CheckmarkValue prop
Out-of-sample edge: ~58.5% annualized vs ~20.7% S&P; Sharpe ~1.44 vs 1.16; max drawdown ~14.6% vs 18.8%; Calmar ~4.01. Daily, rules-based allocator: cash buffers, dip buys, tech/macro rotation—higher return, lower risk.

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Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/rsi, volatility filter, leveraged etfs, tech tilt, managed futures, long/short rotation, daily rebalance
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 Shares
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 NASDAQ-100 Equal Weighted Index Shares
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 toUDN, USDU, CTA, USTandTBF. 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 54.44%. 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.