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Pizza with KMLM
Today’s Change

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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 delivers cross-asset diversification and potential downside protection to complement the S&P 500—despite weaker out-of-sample standalone returns.
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