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Symphonies
KMLM with LETFs in the condition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑or‑cash momentum strategy. It compares 10‑day strength (RSI) of tech/semiconductor funds to KMLM (managed‑futures). If strength wins, it buys 3x tech/semis (SOXL/TECL); otherwise it parks in T‑bills (BIL). Very aggressive and concentrated.
NutHow it works
RSI = a 0–100 score of how strong recent price moves were (10 days). Tickers: SOXL/TECL = 3x tech/semis; SMH = semis; KMLM = managed‑futures; BIL = T‑bills; USD = U.S. dollar. Rules: 1) If SOXL’s score > KMLM’s → buy SOXL (100%). 2) Else if TECL’s > KMLM’s → buy TECL. 3) Else if USD’s > KMLM’s → buy TECL. 4) Else if SMH’s > KMLM’s → buy TECL. Else hold BIL.
CheckmarkValue prop
Tech-momentum with cash fallback adds tech leadership exposure and diversification from the S&P 500. Out-of-sample ~16.2% vs SPY ~17.7%, but with higher drawdowns—designed for risk-tolerant, tactical investors seeking regime diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.712.320.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
101.02%14.77%2.19%5.01%0.9
KMLM with LETFs in the condition
5,806.34%123.64%1.6%-7.38%1.47
Initial Investment
$10,000.00
Final Value
$590,634.42
Regulatory Fees
$1,513.85
Total Slippage
$9,763.94
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, trend-following, tactical allocation, leveraged etfs, technology, semiconductors, risk-on/risk-off, managed futures, cash/t‑bills
Tickers in this symphonyThis symphony trades 6 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
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
USD
ProShares Ultra Semiconductors
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 in the condition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM with LETFs in the condition" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM with LETFs in the condition" has returned 16.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM with LETFs in the condition" is 59.02%. 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 in the condition", 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.