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Symphonies
XLK and KMLM moving in the same direction
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates between tech (XLK) and managed futures (KMLM) using a short‑term strength score. When both slump, it buys leveraged semis (SOXL). When both surge, it buys 2x VIX (UVIX). A timing‑heavy, high‑risk approach.
NutHow it works
It looks back ~10 trading days. If both tech (XLK) and a trend‑following diversifier (KMLM) are down more than ~1%, it buys a high‑octane semiconductor fund (SOXL) to bet on a rebound. If both are up more than ~5%, it buys a 2x VIX fund (UVIX) to bet on a volatility jump. Otherwise, it holds whichever of XLK or KMLM has the stronger recent‑strength score (RSI). It goes all‑in to that choice; the extreme funds are very risky.
CheckmarkValue prop
Timing-driven rotation between XLK and KMLM with contrarian hedges (SOXL/UVIX) to capture regime shifts. Out-of-sample: ~9.4% annualized; higher drawdowns and volatility than SPY, but adds diversification and active risk management.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.350.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.4%12.6%1.75%5.97%0.76
XLK and KMLM moving in the same direction
920.58%82.06%4.61%7.95%1.49
Initial Investment
$10,000.00
Final Value
$102,058.37
Regulatory Fees
$239.79
Total Slippage
$1,490.81
Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum,contrarian,sector rotation,volatility,managed futures,leveraged etfs
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
UVIX
2x Long VIX Futures ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony 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 the symphony, 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.