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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

Picks between big‑tech stocks (XLK) and a trend‑following managed‑futures fund (KMLM) by whichever has been stronger over the last ~2 weeks. In practice it just rotates between those two; the extreme branches are unlikely to ever trigger.
NutHow it works
Every check looks back ~10 trading days and asks “which of these two funds has been stronger lately?” It then holds the stronger one: - XLK: a fund of big U.S. tech stocks (Apple, Microsoft, Nvidia, etc.) - KMLM: a managed‑futures fund that follows trends in commodities, currencies, and bonds A few “extreme move” branches exist but won’t trigger in normal markets.
CheckmarkValue prop
Disciplined, rule-based rotation between XLK and KMLM with cash ballast. Out-of-sample annualized return ~9.42% vs SPY’s 18.79%; diversification across tech and macro-trends offers exposure beyond the S&P 500 and potential regime resilience.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.541.340.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
54.12%11.59%-1.77%0.2%0.71
XLK and KMLM moving in the same direction
980.69%82.84%6.41%10.32%1.51
Initial Investment
$10,000.00
Final Value
$108,068.56
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 rotation,momentum,sector vs managed futures,short-term lookback,etf
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 ETF
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 15.74%. 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.