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Symphonies
The Holy Grail with 20D KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tech‑centric, switch-on-a-dime strategy. It uses long‑term trend, short‑term “heat” (RSI), and KMLM’s trend to flip among leveraged tech bulls, inverse tech, volatility spikes, bonds, or managed futures to chase strength or seek safety.
NutHow it works
It first asks: is the Nasdaq-100 in an uptrend (price above its 200‑day average)? If yes and it’s “too hot” (RSI, a 0–100 heat gauge, >79), it briefly hedges with UVXY (volatility). Otherwise it goes long TQQQ or mildly short (PSQ) based on KMLM’s 20‑day trend (KMLM = a managed‑futures ETF). If in a downtrend, it looks for oversold bounces (TECL or SOXL); if none, it chooses SQQQ or bonds (BSV) by recent strength, or falls back to UPRO/KMLM via KMLM’s 20‑day trend.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P 500: ~65.9% annualized return vs ~17.7%, Sharpe ~1.16 vs ~0.97, Calmar ~2.34, and max drawdown ~28% vs ~19%. A tech-forward, regime-shifting, hedged approach with managed futures.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.330.280.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.52%14.73%1.36%5.73%0.89
The Holy Grail with 20D KMLM
40,725.07%239.65%-5.1%-16.14%2.49
Initial Investment
$10,000.00
Final Value
$4,082,506.79
Regulatory Fees
$8,778.04
Total Slippage
$57,507.24
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, leveraged etfs, inverse etfs, volatility hedge, managed futures, tech-heavy
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 Holy Grail with 20D KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Holy Grail with 20D KMLM" is currently allocated toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Holy Grail with 20D KMLM" has returned 65.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Holy Grail with 20D KMLM" is 28.13%. 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 Holy Grail with 20D 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, crypto, and options.