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Symphonies
Step by Step 0.0.0.9 (Including KMLM)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, short‑term switching among T‑bills, a volatility‑spike fund, and leveraged semiconductor bulls/bears. Uses the S&P 500 trend, “too hot/too cold” signals, and a KMLM trend filter to pick SOXL, SOXS, UVXY, or cash.
NutHow it works
It sets the backdrop by checking if the S&P 500 (SPY) is above its 200‑day average. - If below: if any big index/sector looks “too hot,” it buys UVXY, a fund that jumps when volatility spikes. Otherwise it trades semiconductors: after a burst and quick cool‑off it may buy SOXL (bull); if weak, use SOXS (bear) or hold T‑bills (BIL). - A filter compares SOXL’s “heat” to KMLM (a trend‑following fund); if KMLM looks stronger, it prefers safety. It usually puts 100% in one choice.
CheckmarkValue prop
Regime-aware tactical: leveraged semis with a volatility hedge. Seeks upside in favorable regimes and risk-off protection in downturns. OOS: 9.4% vs SPY 17.7%; drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.370.870.040.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
92.12%13.16%-2.54%-4.14%0.82
Step by Step 0.0.0.9 (Including KMLM)
58,411.29%234.14%-18.08%-28.81%1.95
Initial Investment
$10,000.00
Final Value
$5,851,129.08
Regulatory Fees
$41,248.92
Total Slippage
$284,012.02
Invest in this strategy
OOS Start Date
Aug 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, momentum and mean-reversion, risk-on/risk-off, volatility hedge, leveraged etfs, semiconductors, market timing
Tickers in this symphonyThis symphony trades 12 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
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value 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.

"Step by Step 0.0.0.9 (Including KMLM)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Step by Step 0.0.0.9 (Including KMLM)" is currently allocated toSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Step by Step 0.0.0.9 (Including KMLM)" has returned -9.71%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Step by Step 0.0.0.9 (Including KMLM)" is 70.21%. 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 "Step by Step 0.0.0.9 (Including KMLM)", 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.