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Symphonies
Simons KMLM switcher (single pops) (JD)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A very aggressive market-timing strategy that jumps among leveraged stock funds, volatility trades, bonds, cash, and bearish bets based on short-term “too hot/too cold” signals.
NutHow it works
This strategy constantly asks: “Is the market overheated, panicky, or pulling back?” It uses a 10-day momentum gauge called RSI, which measures how unusually strong or weak recent price moves have been. When many stock areas look overheated, it may buy beaten-down high-octane funds for a rebound, or switch to defensive holdings like bonds, a Nasdaq short fund, or volatility products. When conditions are extreme, it can make very aggressive moves.
CheckmarkValue prop
Out-of-sample edge: ~93.8% annualized return, Sharpe ~1.19, Calmar ~2.86 vs S&P 6.38% return and Sharpe ~0.56. RSI-driven regime shifts target big moves in leverage/volatility—higher drawdowns (~33%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.870.880.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
83.72%14.32%-1.04%-0.34%0.87
Simons KMLM switcher (single pops) (JD)
268,637.99%468.53%-16.83%-22.8%2.76
Initial Investment
$10,000.00
Final Value
$26,873,798.77
Regulatory Fees
$60,780.54
Total Slippage
$563,904.75
Invest in this strategy
OOS Start Date
May 14, 2026
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, market timing, rsi, leveraged etfs, volatility trading, mean reversion, risk-on/risk-off
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 toSOXLandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM switcher (single pops) (JD)" has returned 93.76%. 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 32.82%. 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.
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