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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 tactical switcher that reads short‑term “heat” (RSI) and uses KMLM (managed‑futures) as a stress barometer to rotate among cash/volatility hedges, aggressive tech/volatility bets, or bearish/treasury positions.
NutHow it works
RSI = a 0–100 “heat” score of recent price moves (high=hot, low=cold). KMLM = a managed‑futures ETF that often leads in stressed, trending markets. 1) If the market looks very hot, move to cash (BIL) or a volatility hedge (VIXY), whichever looks calmer. 2) If fear is spiking (UVXY), hold mid‑term volatility (VIXM). 3) Otherwise: if tech/semis or the dollar look stronger than KMLM, buy 2 beaten‑down risk plays (SVIX, SOXL, TECL). If KMLM looks stronger, go defensive: pick 2 from SQQQ, TECS, TLT.
CheckmarkValue prop
Out-of-sample annualized return ≈ 47.6% vs SPY ≈ 21.6%, with Calmar ≈ 1.19. Drawdowns are steeper (~40%), but the strategy targets regime shifts via volatility tilts and rotations, aiming for far stronger upside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.160.730.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
59.47%12.7%-1.77%0.2%0.77
Simons KMLM switcher V3
229,223.54%625.44%2.27%-22.02%3.06
Initial Investment
$10,000.00
Final Value
$22,932,353.50
Regulatory Fees
$79,851.52
Total Slippage
$561,521.31
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility hedging, leveraged etfs, momentum, mean reversion, 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 toTECSandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons KMLM switcher V3" has returned 41.62%. 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.