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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: bet on volatility spikes when markets look overstretched, buy 3x dips when they look washed out, and otherwise sit in KMLM, a trend‑following diversifier. Uses leveraged and VIX funds; very aggressive.
NutHow it works
It watches a quick “hot/cold” gauge (RSI) on many market funds. If things look too hot, it buys UVXY (jumps when fear spikes). If very cold, it buys 3x “buy‑the‑dip” funds in tech, semis, S&P, or biotech. If no edge, it parks in KMLM (a trend‑following diversifier). If KMLM trends up, it may short tech; when fear heats up, it may use VIX funds.
CheckmarkValue prop
Out-of-sample, this strategy offers superior risk-adjusted growth vs the S&P: oos Sharpe 1.14, Calmar 1.63, and ~80% annualized return vs ~18%. It uses volatility timing, dip-buying, and trend-following diversification; higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.660.420.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.43%14.2%2.19%5.01%0.84
Simons KMLM FULL BUILD
812,001.57%1,005.78%-11.19%-4.42%3.43
Initial Investment
$10,000.00
Final Value
$81,210,157.36
Regulatory Fees
$296,345.02
Total Slippage
$2,116,854.08
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical trading, rsi mean‑reversion, volatility timing, leveraged etfs, managed futures, sector rotation
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM FULL BUILD" has returned 80.21%. 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.