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

About

Own Domino’s Pizza when its recent price strength beats KMLM; otherwise own KMLM, a trend‑following managed‑futures ETF. A single holding at a time, switching based on a short (~10‑day) strength score.
NutHow it works
It compares a simple “strength” score over ~2 weeks called RSI (it looks at how many recent up vs down days an asset had). If Domino’s Pizza (DPZ) has the higher score, it holds DPZ 100%. Otherwise it holds KMLM 100%, a trend‑following fund in futures (commodities, currencies, rates). It switches when that ranking flips.
CheckmarkValue prop
RSI-driven rotation between DPZ and KMLM. Hold DPZ when it leads; otherwise switch to a diversified futures trend fund. Provides stock diversification and potential resilience during regime shifts versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.180.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.7%14.86%1.2%6.23%0.89
Pizza with KMLM
249.12%28.69%1.53%-4.61%1.28
Initial Investment
$10,000.00
Final Value
$34,912.29
Regulatory Fees
$100.11
Total Slippage
$639.16
Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, rsi-based, momentum, single-stock vs managed futures, trend-following, defensive switch
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Pizza with KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Pizza with KMLM" is currently allocated toDPZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pizza with KMLM" has returned -3.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Pizza with KMLM" is 20.72%. 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 "Pizza with KMLM", 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.