Skip to Content
Symphonies
KMLM XLK/SPY/EEM/VDE Sort
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Each day pick the hottest of tech, S&P 500, emerging markets, or energy. If it’s stronger than KMLM (a trend‑following diversifier), buy that theme’s 2–3x bull ETF; otherwise hold the strongest defensive pick (KMLM/TLT/UUP/GLD/FTLS).
NutHow it works
Daily: 1) Check four stock themes—XLK (big U.S. tech), SPY (S&P 500), EEM (emerging markets), VDE (energy)—and pick the best 10‑day performer. 2) Compare its short‑term strength to KMLM (a trend‑following “managed‑futures” fund) using a 0–100 up‑vs‑down score. If stronger, buy its 2–3x bull fund (TQQQ/SPXL/EDC/DIG). If not, hold the strongest defensive: KMLM, TLT (long Treasuries), UUP (U.S. dollar), GLD (gold) or FTLS (long/short).
CheckmarkValue prop
Out-of-sample edge: 25.4% annualized return vs SPY ~17%, Calmar ~0.70. Captures upside through top themes with risk-on/off discipline; more potential upside, but larger drawdowns (~36% vs ~19%), so higher volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.581.090.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.31%13.99%-0.15%0.4%0.86
KMLM XLK/SPY/EEM/VDE Sort
2,643.74%90.22%11.35%58.61%1.72
Initial Investment
$10,000.00
Final Value
$274,373.73
Regulatory Fees
$944.77
Total Slippage
$5,868.43
Invest in this strategy
OOS Start Date
Feb 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, risk-on/risk-off, sector rotation, leveraged etfs, cross-asset rotation, daily rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
DIG
ProShares Ultra Energy
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 XLK/SPY/EEM/VDE Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM XLK/SPY/EEM/VDE Sort" is currently allocated toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM XLK/SPY/EEM/VDE Sort" has returned 41.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM XLK/SPY/EEM/VDE Sort" is 36.23%. 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 XLK/SPY/EEM/VDE Sort", 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.