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Symphonies
KMLM Switches
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily, tech‑tilted strategy: it bets on volatility when stocks look overheated, buys leveraged tech if deeply oversold, otherwise compares stocks to a trend‑following ETF (KMLM) to choose 3x tech or a defensive mix.
NutHow it works
Each day it uses a 10‑day heat score (RSI: 0–100; >80 hot, <30 cold). If SPY/QQQ (broad stocks) or VTV/XLP (value/staples) are hot → UVXY (volatility). Else if TQQQ (3x Nasdaq) is cold → TQQQ. Else split 3 ways (XLK/SPY/SMH): if stronger than KMLM (trend‑following futures ETF) → TECL (3x tech); otherwise go defensive: BIL (T‑Bills) + SQQQ (3x short Nasdaq) + TMV (3x short long‑bond). Rebalanced daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.32 vs SPY 1.09; oos return ~89.5% vs ~18.6% for SPY; Calmar ~2.89. Drawdown ~31% vs ~19%, but the strategy offers stronger risk-adjusted, tech-led upside and faster recovery versus the S&P 500.

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Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi, momentum, mean reversion, volatility hedge, leveraged etfs, tech-heavy, semiconductors, trend-following signal, managed futures, tactical allocation
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"KMLM Switches" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Switches" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switches" has returned 89.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Switches" is 30.95%. 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 Switches", 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.