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

About

Switches daily between GLD (gold) and QLD (2× Nasdaq‑100). It picks gold when a managed‑futures fund (KMLM) looks stronger than a New York muni‑bond fund (NYF) over ~2 weeks; otherwise it picks leveraged big‑tech (QLD).
NutHow it works
Each day it compares a 10‑day “recent‑strength” score (RSI) of two funds: KMLM (a managed‑futures trend fund) and NYF (New York municipal bonds). If KMLM’s score is higher, it puts 100% in GLD (gold). Otherwise it puts 100% in QLD (2× Nasdaq‑100 tech). Rechecked daily.
CheckmarkValue prop
Out-of-sample, the strategy delivers ~47.4% annualized return vs ~34.9% for the S&P 500, with Calmar ~3.0. It switches between gold and leveraged tech, offering inflation hedging and higher upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.421.240.420.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
KMLM v NYF
1,456.45%74.07%-2.05%12.23%1.86
Initial Investment
$10,000.00
Final Value
$155,645.12
Regulatory Fees
$199.10
Total Slippage
$1,318.01
Invest in this strategy
OOS Start Date
Jun 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum signal,regime switching,daily rebalance,gold vs leveraged nasdaq,macro indicator driven
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 v NYF" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "KMLM v NYF" has returned 47.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM v NYF" is 15.68%. 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 v NYF", 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.