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Symphonies
WAM + KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based switch that reads market leadership and momentum to go 90% into a single high-octane bull ETF (SVIX or SOXL) in uptrends, or spread across inverse ETFs in downtrends, with a T‑bill fallback and 10% always in cash.
NutHow it works
It first asks: is Energy (XLE) or Tech (XLK) stronger on a short‑term strength score (RSI)? If Energy leads, it then checks Bonds (AGG) vs Nasdaq (QQQ); if Tech leads, it checks Semis (SMH) vs trend‑following (KMLM). If those say “bullish,” it puts 90% into either SVIX or SOXL, picking the more oversold—unless SVIX is below its 20‑day average, then it holds T‑bills (BIL). If “bearish,” it splits 90% across 3 inverse funds from SQQQ, TECS, SRTY, DRV, TMV. 10% stays in cash.
CheckmarkValue prop
Out-of-sample annualized return ≈24.9% vs S&P ≈19.6%, aided by regime-switching into a single high-conviction bull bet or diversified inverse-bear basket, plus a cash safety net. Strong upside in uptrends; bear phases may incur larger drawdowns.

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Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, relative strength, leveraged/inverse etfs, volatility (svix), sector rotation, managed futures (kmlm)
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SRTY
ProShares UltraPro Short Russell2000
Stocks
SVIX
-1x Short VIX 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.

"WAM + KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WAM + KMLM" is currently allocated toDRV, TECSandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM + KMLM" has returned 31.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM + KMLM" is 38.76%. 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 "WAM + 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.