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Symphonies
Simons KMLM switcher V3
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A very aggressive switcher that buys beaten-down tech when markets favor risk, but jumps to cash, volatility hedges, bearish tech funds, or Treasuries when conditions look overheated or defensive.
NutHow it works
This strategy constantly asks: should I be aggressive, defensive, or hide in cash? It uses RSI, a 0–100 “temperature gauge” of recent price moves. Very high RSI means an asset has run up fast; very low RSI means it has fallen fast. If parts of the stock market look overheated, it moves to either T-bills (BIL) or a volatility fund (VIXY). If not, it looks for beaten-down tech/semiconductor opportunities. If tech strength is weaker than KMLM—a managed-futures fund often stronger in stressful markets—it switches to defensive bets like inverse tech funds or long Treasury bonds.
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside than the S&P 500 (≈44% vs ≈19%), with volatility hedges and cash safety nets. Calmar ≈1.03 signals solid risk-adjusted growth despite larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.930.90.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
83.72%14.32%-1.04%-0.34%0.87
Simons KMLM switcher V3
303,203.45%483.87%-27.56%-35.86%2.68
Initial Investment
$10,000.00
Final Value
$30,330,344.90
Regulatory Fees
$99,641.51
Total Slippage
$934,496.32
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, volatility trading, technology sector, semiconductors, risk-on/risk-off
Tickers in this symphonyThis symphony trades 20 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
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 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 V3" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simons KMLM switcher V3" is currently allocated toSOXLandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM switcher V3" has returned 44.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simons KMLM switcher V3" is 43.04%. 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 V3", 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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