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Symphonies
Multiple KMLM RNIF IBTK
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation that toggles between leveraged Nasdaq, cash/short Treasuries, and inverse hedges, plus an emerging‑markets long/short sleeve. Signals come from RSI, simple trend filters, a managed‑futures gauge (KMLM), and an inflation proxy (RINF).
NutHow it works
Each day the portfolio splits across 3 rule sets. 1) Tech/hedge: Uses RSI (0–100 score of recent up vs down days) on the Nasdaq (QQQ) and a trend fund (KMLM, a managed‑futures ETF) to flip among leveraged Nasdaq (TQQQ), cash‑like T‑Bills (BIL), or mild short hedges (PSQ, SPDN, TBF). 2) Emerging markets: An inflation gauge (RINF) chooses which bond‑vs‑stock check to use; that check decides long EEM or inverse EEV. 3) Quick check: Compare very short T‑Bills (BIL) vs slightly longer Treasuries (IBTK) and whether stocks look overheated to hold SHY/cash, TQQQ/QLD, or PSQ.
CheckmarkValue prop
Out-of-sample return: ~24.6% vs 18.3% for the S&P, with a Calmar ~0.72. A momentum-driven, inflation-aware strategy with an EM sleeve and hedges offers higher upside and diversification; note drawdowns can be larger (~34%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.720.60.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.43%13.14%2.19%5.01%0.79
Multiple KMLM RNIF IBTK
2,540.03%115.25%0.84%17.71%3.16
Initial Investment
$10,000.00
Final Value
$264,002.61
Regulatory Fees
$658.67
Total Slippage
$3,950.89
Invest in this strategy
OOS Start Date
Jan 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, risk-on/risk-off, managed futures signal, leveraged & inverse etfs, inflation filter, emerging markets
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short 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.

"Multiple KMLM RNIF IBTK" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Multiple KMLM RNIF IBTK" is currently allocated toEEV, SPDN, TBF, KMLMandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Multiple KMLM RNIF IBTK" has returned 24.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Multiple KMLM RNIF IBTK" is 34.01%. 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 "Multiple KMLM RNIF IBTK", 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.