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

About

A daily, tactical switcher: if tech (XLK) outpaces managed‑futures (KMLM) and the market trend is up, it rides amplified QQQ (TQQQ). If not, it hedges or shifts into long/short Treasuries (TMF/TMV) and core bonds. Uses trend/volatility gates. High risk.
NutHow it works
Step 1: Is the S&P 500 (SPY) in an uptrend (price > 200‑day avg)? - If yes and tech (XLK) has stronger short‑term momentum (RSI) than managed‑futures (KMLM), buy amplified Nasdaq (TQQQ); else hedge with inverse QQQ (QID). - If trend is weak/too hot, rotate to Treasuries (TMF/TMV) or steadier bonds (TLT, BND, AGG), using moving‑average, RSI, volatility (standard deviation) and drawdown checks. Can park in T‑bills (BIL). Rebalanced daily.
CheckmarkValue prop
Out-of-sample: -2.84%/yr, 38.5% drawdown vs SPY. Regime-driven strategy diversifies by switching between leveraged tech and Treasuries with risk gates. High risk; best as a small, sophisticated sleeve alongside SPY for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.720.280.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
92.49%13.37%-2.85%-2.42%0.83
KMLM/XLK
3,024.33%93.4%2.94%9.86%1.71
Initial Investment
$10,000.00
Final Value
$312,433.17
Regulatory Fees
$907.13
Total Slippage
$5,550.32
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum & trend-following,leveraged & inverse etfs,bond/treasury rotation,volatility controls,managed-futures vs tech
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury 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/XLK" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM/XLK" is currently allocated toQID. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM/XLK" has returned 7.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM/XLK" is 38.52%. 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", 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.