Skip to Content
Symphonies
Simons KMLM switcher (single pops) (JD)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A short‑term, rules‑based swing strategy using RSI. It fades overheated markets with volatility hedges, buys big dips in 3x stock ETFs, and flips between offense and defense via a Tech‑vs‑Managed‑Futures check. High risk/volatility.
NutHow it works
It watches a 10‑day RSI (a 0–100 “heat” gauge). When big indexes are ultra‑hot, it either bets on a snap‑back with volatility funds (UVIX/VIXY) or parks in VOO/BIL. If not, it buys sharp dips in 3x ETFs (TQQQ, SPXL, LABU). If no dip, it compares Tech (XLK) vs KMLM: if Tech wins, buy the two weakest of TECL/SOXL/SVIX; else hold SQQQ or TLT (whichever is stronger). Equal‑weight when 2 picks.
CheckmarkValue prop
Out-of-sample tested, this RSI-based tactical strategy delivers far stronger risk-adjusted performance vs the S&P 500 (Sharpe ~3.51 vs ~0.12; strong alpha/calmar), with outsized upside but higher drawdowns in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.020.840.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
78.47%14.93%1.36%13.5%0.89
Simons KMLM switcher (single pops) (JD)
266,415.04%565.21%41.89%106.16%3.01
Initial Investment
$10,000.00
Final Value
$26,651,503.54
Regulatory Fees
$41,033.85
Total Slippage
$378,902.69
Invest in this strategy
OOS Start Date
May 14, 2026
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, momentum + mean‑reversion, leveraged etfs, volatility etps, regime switching, multi‑asset
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 switcher (single pops) (JD)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simons KMLM switcher (single pops) (JD)" is currently allocated toSVIXandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM switcher (single pops) (JD)" has returned 2158.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simons KMLM switcher (single pops) (JD)" is 22.02%. 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 switcher (single pops) (JD)", 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.