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

About

A fast, rules-based switcher: buy volatility when markets look overheated, buy 3x tech/semis/S&P when they look washed out, otherwise rotate between risk-on tech and defensive diversifiers like KMLM, Treasuries, the dollar. Very high risk.
NutHow it works
It watches simple “hot/cold” readings (RSI) on major funds. If markets look very hot, it jumps into UVXY (a fund that usually spikes when stocks drop). If markets look very cold, it buys 3x tech/semis/S&P for a bounce. Otherwise, it compares tech vs KMLM (a managed‑futures diversifier): if tech leads, it picks the weakest high‑beta play; if not, it rotates into calmer hedges like KMLM, Treasuries or the US dollar. One holding at a time; it switches only when rules trigger.

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Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, high-risk, leveraged etfs, volatility, mean reversion, momentum, regime switching, managed futures, risk-on/risk-off
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 sorter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Simons KMLM sorter" has returned 29.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simons KMLM sorter" is 31.86%. 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 sorter", 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.