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Symphonies
Simons KMLM FULL BUILD
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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
Big upside: ~76% annualized out-of-sample return vs ~18% for the S&P, with Calmar ~1.54 and Sharpe ~1.10. Expect larger swings and drawdowns (~49%) from volatility timing and leverage—a high-conviction strategy for those who can tolerate risk for outsized gains.

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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 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.