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Symphonies
XLK and KMLM both falling
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical switch between tech (XLK) and a diversifier (KMLM) using a short-term strength score (RSI). If both slump, it makes an aggressive rebound bet in 3× semiconductors (SOXL). Single-position, high concentration; SOXL adds significant risk.
NutHow it works
It watches two funds: XLK (big U.S. tech stocks) and KMLM (a “managed futures” diversifier). Each day it looks at the last ~10 trading days. If both have dropped sharply, it buys SOXL (a 3× leveraged semiconductor fund). Otherwise, it owns whichever of XLK or KMLM has been stronger recently, judged by RSI (a score of how strong/weak recent price moves have been). It holds 1 fund at a time; it only changes when the signal flips.
CheckmarkValue prop
Out-of-sample shows ~9.4% annualized vs S&P ~18.8%, with larger drawdowns. The strategy adds diversification with XLK/KMLM rotation and selective SOXL bets, pursuing regime-driven upside while complementing the S&P, not replacing it.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.481.210.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
100.37%14.42%1.75%5.97%0.88
XLK and KMLM both falling
1,828.02%77.47%4.61%7.95%1.54
Initial Investment
$10,000.00
Final Value
$192,801.54
Regulatory Fees
$470.24
Total Slippage
$2,926.28
Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum, sector rotation, technology, managed futures, leveraged etf, rsi, short-term (10-day), single-position
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"XLK and KMLM both falling" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLK and KMLM both falling" is currently allocated toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLK and KMLM both falling" has returned 11.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLK and KMLM both falling" is 31.81%. 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 "XLK and KMLM both falling", 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.