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Symphonies
KMLM with LETFs | IAMCAPTN Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑position, RSI‑driven rotation that moves among leveraged tech/semis, QQQ, a managed‑futures diversifier (KMLM), a panic‑mode basket of oversold 2x tech/Bitcoin ETFs, and, when markets look overheated, a volatility hedge (VIXM).
NutHow it works
Uses a 0–100 strength score (RSI) to hold one thing at a time. - If 3x Nasdaq (TQQQ) is extremely hot (>80), flip to a volatility hedge (VIXM). - Else, if 3x tech/semis (TECL/SOXL) beat a managed‑futures diversifier (KMLM), own them. - If Nasdaq is washed out (<30), choose KMLM or an equal mix of the two most beaten‑down 2x mega‑cap tech ETFs or Bitcoin (BITO)—whichever looks stronger. - Otherwise hold QQQ or KMLM, whichever is stronger.
CheckmarkValue prop
RSI-driven, single-hold rotation across tech/semis, KMLM managed futures, and hedges. Out-of-sample Sharpe ~0.54 with ~11.1% annualized return, offering diversification beyond SPY. Regime-aware risk, but be mindful of potential large drawdowns (~65%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.552.990.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.77%18.53%-2.54%-4.14%1.19
KMLM with LETFs | IAMCAPTN Mod
1,223.46%125.14%-5.28%-4.86%1.45
Initial Investment
$10,000.00
Final Value
$132,345.67
Regulatory Fees
$448.06
Total Slippage
$2,825.58
Invest in this strategy
OOS Start Date
Aug 24, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation,momentum (rsi),leveraged etfs,tech/semis,managed futures,volatility hedge,crash strategy
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
FBL
GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF
Stocks
GGLL
Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
MSFU
Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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 with LETFs | IAMCAPTN Mod" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM with LETFs | IAMCAPTN Mod" is currently allocated toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM with LETFs | IAMCAPTN Mod" has returned 0.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM with LETFs | IAMCAPTN Mod" is 65.48%. 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 with LETFs | IAMCAPTN Mod", 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.