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Symphonies
VIXM TECL KMLM JRT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-sleeve portfolio: a tactical switch between a volatility hedge (VIXM) and a 3× tech fund (TECL) using a simple short-term strength test versus KMLM, plus a four-stock basket (LLY, NVO, COST, GE) sized by recent stability.
NutHow it works
The portfolio has two parts. Part A flips between two ETFs using a short-term “recent strength” score (RSI): VIXM (goes up when market fear jumps) or TECL (a 3× tech fund). If VIXM’s score is lower than a trend-following ETF (KMLM), it holds VIXM; otherwise TECL. Part B spreads the rest across Eli Lilly, Novo Nordisk, Costco, and GE, giving more to stocks that have been steadier over ~20 days. It trades only when targets drift a lot (~10%).
CheckmarkValue prop
Diversification overlay to hedge volatility and reduce reliance on the S&P 500. Out-of-sample data show weaker risk-adjusted returns and larger drawdowns, so use as a risk-management ballast alongside a core equity holding.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.940.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
94.96%13.63%-1.77%0.2%0.84
VIXM TECL KMLM JRT
405.63%36.36%4.57%15.89%1.19
Initial Investment
$10,000.00
Final Value
$50,563.49
Regulatory Fees
$114.73
Total Slippage
$675.84
Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical etf switch, momentum signal, volatility hedge, leveraged tech, inverse-vol stock basket, healthcare/consumer/industrial tilt
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"VIXM TECL KMLM JRT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VIXM TECL KMLM JRT" is currently allocated toGE, LLY, NVO, COSTandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VIXM TECL KMLM JRT" has returned 7.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VIXM TECL KMLM JRT" is 39.04%. 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 "VIXM TECL KMLM JRT", 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.