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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 tactical strategy that rotates among tech (TQQQ/QLD), cash-like T‑bills (BIL), managed futures (KMLM), and bearish hedges (PSQ/SPDN/TBF). About one‑third also flips emerging markets (EEM vs EEV) using an inflation‑regime filter (RINF) and bond‑vs‑stock leadership.
NutHow it works
It’s a daily, rules-based “risk on/off” mix that watches simple momentum gauges (RSI: a 0–100 hot/cold score). • Tech/hedge: If Nasdaq (QQQ) looks washed out (RSI <30), hold a mix of TQQQ and cash-like BIL. If QQQ is too hot (~>80), park in BIL. Otherwise, favor KMLM (a trend‑following futures fund) when it looks stronger than stocks/bonds; if not, use simple hedges (PSQ/SPDN/TBF) or lean into tech (TQQQ). • Foreign: About one‑third flips between emerging markets (EEM) and its inverse (EEV) using an inflation gauge (RINF) plus whether bonds or stocks are leading. • Rates check: Compares T‑bills (BIL) vs a 2030 Treasury ETF (IBTK) to decide whether to lean long tech (TQQQ/QLD) or defensive (PSQ/SHY), with a quick bond‑market cross‑check.
CheckmarkValue prop
Higher upside: out-of-sample annualized return ~25.6% vs S&P 18.5%, Sharpe ~1.01 vs ~0.98, via a disciplined multi-regime mix (tech, futures, EM hedges). Note: drawdowns ~34% vs ~19%—higher risk, suitable for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.70.590.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.32%11.87%-1.77%0.2%0.73
Multiple KMLM RNIF IBTK
2,600.1%110.48%0.86%4.49%3.08
Initial Investment
$10,000.00
Final Value
$270,010.32
Regulatory Fees
$719.25
Total Slippage
$4,311.34
Invest in this strategy
OOS Start Date
Jan 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, relative strength, managed futures, leveraged & inverse etfs, 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 ETF
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 toEEM, 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 23.33%. 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, and options.