Skip to Content
Symphonies
Simons KMLM switcher V3
Today’s Change
—

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

About

A short‑term swing strategy: fade overheated markets into cash/volatility, buy tech/semis after washouts, and use KMLM’s strength as a regime switch—if KMLM leads, go defensive (inverse tech or Treasuries); otherwise stay in aggressive risk‑on plays.
NutHow it works
It uses a short‑term “heat gauge” (RSI: 0–100; >70 = very hot, <30 = very cold) to time moves. After hot surges it hides in cash (BIL) or buys volatility (VIXY/VIXM). After big selloffs it buys aggressive tech/semis or short‑vol (SOXL/TECL/SVIX). It also compares KMLM (a managed‑futures trend fund in commodities/rates/currencies) to tech/semis/USD: when KMLM is stronger, it turns defensive into inverse tech (SQQQ/TECS) or Treasuries (TLT). Picks are equal‑weighted.
CheckmarkValue prop
Out-of-sample, this strategy aims for far higher upside than the S&P: about 47.6% annual return vs 21.6%. Drawdowns are larger (~40%), but adaptive risk control (Calmar ~1.19) targets growth across cycles.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, rsi-based, regime switching via kmlm, tech/semis focus, volatility etfs, leveraged etfs, treasuries, cash/t-bills
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 Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 Shares
Stocks
TECS
Direxion Daily Technology Bear 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 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 toTECSandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM switcher V3" has returned 37.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simons KMLM switcher V3" is 39.92%. 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.