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Symphonies
Simons KMLM FULL BUILD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical system that tries to catch volatility spikes and snap‑back rallies. It flips between UVXY (fear), oversold 3× equity funds (risk‑on), and KMLM managed futures as a diversifier, with occasional short‑tech hedges. Very active and high risk.
NutHow it works
Each day it checks a “hot/cold” score (RSI, 0–100) on many stock/sector funds. If any are very hot (>~80), it buys UVXY, which jumps when market fear spikes. If fear already spiked, it shifts to VIXM or a bull S&P fund. If nothing is hot, it buys what’s most washed‑out (<~30) among 3× tech/semis/biotech/S&P. If none are washed‑out, it compares them to KMLM (a trend‑following managed‑futures fund) and either holds KMLM or briefly shorts tech.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.10, Calmar ~1.54, ~76% annualized vs ~18%. Diversified volatility timing + managed futures seek bigger upside; expect larger drawdowns in stress markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.710.450.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.22%14.25%1.36%5.73%0.83
Simons KMLM FULL BUILD
735,635.19%1,061.27%-7.16%-18.33%3.47
Initial Investment
$10,000.00
Final Value
$73,573,518.76
Regulatory Fees
$272,944.90
Total Slippage
$1,949,154.37
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, mean reversion, trend following, leveraged etfs, managed futures, tactical allocation
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.

"Simons KMLM FULL BUILD" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simons KMLM FULL BUILD" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM FULL BUILD" has returned 75.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simons KMLM FULL BUILD" is 49.19%. 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 "Simons KMLM FULL BUILD", 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.