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Symphonies
[SIMPLE] KMLM switcher (single pops)| BT 4/13/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, high‑risk switcher that buys volatility after overheated markets, buys 3x bull ETFs after selloffs, and otherwise toggles between risk‑on (tech/short‑vol) and a calmer mix of diversifiers using KMLM as a trend/risk compass.
NutHow it works
It hunts for extremes, then switches based on the market’s “regime.” - If many stock funds look very “hot” on a short‑term heat meter (RSI ≈ 80), it buys UVXY, a volatility fund that can spike when stocks cool off. - If things look very “cold” (RSI < 30), it buys a 3x bull fund (tech, semis, or S&P) for a rebound. - If neither, it compares tech (XLK) vs KMLM (a managed‑futures trend fund). If tech is stronger, it chooses levered tech or short‑vol; if KMLM is stronger, it rotates into calmer diversifiers (managed futures, long/short, USD, Treasuries).
CheckmarkValue prop
Dynamic regime-switching strategy that targets extreme market regimes. Out-of-sample annualized return ~55% vs ~20% for the S&P, with strong risk-adjusted Calmar ~2.01—yet higher max drawdown (~27.5%). Potential for outsized gains with disciplined risk.

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Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, mean-reversion, regime-switching, volatility, leveraged etfs, trend-following, managed futures, tech-heavy
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 68.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.51%. 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 the symphony, 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.