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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 rule-based, single-position switcher. It plays volatility spikes (UVXY) when markets look overheated, buys 3x equity dips (tech/semis/biotech), or sits in KMLM (managed futures) when unclear. Very aggressive; heavy use of 3x and volatility ETFs.
NutHow it works
It watches a 0–100 “hot/cold” meter (RSI) of recent price moves. When many stock indexes/sectors look very hot, it buys UVXY—a fund that often jumps when fear/volatility spikes. If fear is already surging, it toggles between VIXM (stay with volatility) and SPXL (3x S&P 500). Otherwise it buys big dips in 3x stock funds (tech/semis/biotech). With no clear edge, it parks in KMLM, a managed‑futures diversifier; in calm times it may use SVIX (short volatility) or briefly short tech (TECS). Main exposures: tech, semis, biotech, S&P 500, volatility, and diversified managed futures.
CheckmarkValue prop
Out-of-sample, this strategy vastly outperforms the S&P: ~75% annualized return vs ~18%, Sharpe ~1.10 vs ~1.03, Calmar ~1.52, with volatility/managed-futures diversification driving upside in spikes (and higher drawdowns a trade-off).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.640.330.010.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.88%13.44%-0.15%0.4%0.81
Simons KMLM FULL BUILD
930,334.18%961.09%5.58%26.46%3.37
Initial Investment
$10,000.00
Final Value
$93,043,418.16
Regulatory Fees
$310,191.63
Total Slippage
$2,216,100.21
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, momentum & mean-reversion, volatility trading, leveraged etfs, managed futures, single-position
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
State Street 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 toTECS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM FULL BUILD" has returned 87.84%. 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.