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Symphonies
KMLM trend v1 | BT 30 Dec 2020
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, tactical strategy that flips between leveraged tech/S&P “buy-the-dip” bets and defensive hedges. It uses: SPY’s 200‑day trend, KMLM’s 20‑day trend as a macro risk light, and an RSI “heat” meter to avoid overheated markets and buy deep pullbacks.
NutHow it works
1) Check the market’s trend: is the S&P 500 above its 200‑day average? If yes, avoid shorting; if no, shorts are allowed. 2) Check KMLM vs its 20‑day average. KMLM is a managed‑futures fund that often does well when stocks struggle; above its trend = go defensive, below = allow offense. 3) Use RSI (a 0–100 “heat” meter). Very high RSI = hedge/defend (VIXY or a defensive mix). Very low RSI = buy “bargains” with 3x tech/S&P (TECL, SOXL, SPXL). Otherwise pick the stronger of TECL vs SOXL by momentum. Assets used: TECL, SOXL, SPXL (3x bull tech/semis/S&P), TECS (3x inverse tech), VIXY (volatility), BTAL (anti‑beta), SPLV (low‑vol S&P), IEF (Treasuries), TMV (3x inverse long Treasuries), KMLM (managed‑futures gauge). High risk due to leverage.
CheckmarkValue prop
Regime-aware, rules-based strategy that toggles between leveraged tech bets and hedges via SPY trend, KMLM, and RSI. Out-of-sample data show meaningful diversification and a distinct risk profile vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.491.20.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.52%14.73%1.36%5.73%0.89
KMLM trend v1 | BT 30 Dec 2020
115,432.6%319.68%-14.73%-20.8%2.42
Initial Investment
$10,000.00
Final Value
$11,553,259.93
Regulatory Fees
$44,615.64
Total Slippage
$307,196.99
Invest in this strategy
OOS Start Date
Aug 27, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, regime switching, leveraged etfs, momentum/rsi, volatility hedge, managed futures overlay
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 trend v1 | BT 30 Dec 2020 " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM trend v1 | BT 30 Dec 2020 " is currently allocated toTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM trend v1 | BT 30 Dec 2020 " has returned 12.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM trend v1 | BT 30 Dec 2020 " is 57.43%. 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 trend v1 | BT 30 Dec 2020 ", 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.