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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 swing system: when markets look overheated, hedge with UVXY; when washed out, buy aggressive funds for a rebound; otherwise sit in KMLM (managed futures) as a diversifier. It occasionally uses SVIX or TECS based on trend/volatility signals.
NutHow it works
It watches a simple “speedometer” (RSI, 0–100). If many stock/sector funds look very hot, it buys UVXY (tends to jump when stocks fall). If they look very cold, it buys aggressive bull funds (TECL, SOXL, SPXL, LABU) for a bounce. If there’s no clear edge, it parks in KMLM, a trend-following managed‑futures fund that often moves differently from stocks. It may also use SVIX (calm markets) or TECS (bets against tech) when signals call for it.
CheckmarkValue prop
Proven out-of-sample edge: higher Sharpe and Calmar than the S&P via a tactical mix of long volatility, leveraged bulls, and managed futures. Captures dips and rallies with diversified risk for stronger risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, mean-reversion, trend-following, volatility, leveraged etfs, managed futures, multi-asset
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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.

"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 toTECS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM FULL BUILD" has returned 89.87%. 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, and options.