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Symphonies
XLK > KLML
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑in bet on 3× tech up or down. If XLK’s 10‑day strength beats KMLM’s, hold TECL; otherwise hold TECS. Switches on signal changes. Highly volatile and risky due to leveraged daily ETFs and choppy markets.
NutHow it works
It checks a 10‑day “RSI” score—a quick gauge of recent price strength (higher = more up‑moves). It compares XLK (big U.S. tech stocks) to KMLM (a trend‑following managed‑futures ETF). If XLK’s score is higher, it buys TECL (3× bullish tech). Otherwise it buys TECS (3× bearish tech). It’s 100% in one or the other and switches when that comparison flips. This is very risky due to 3× daily leverage and whipsaws.
CheckmarkValue prop
Out-of-sample annualized return ~36.65% vs S&P 500 ~19.16%, with solid risk-adjusted metrics (Calmar ~0.69, Sharpe ~0.82). A disciplined 3x leveraged tech signal aims for big upside, but can incur ~53% drawdowns in bad markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.33-0.880.04-0.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
XLK > KLML
9,628.85%152.02%-13.75%-6.58%1.64
Initial Investment
$10,000.00
Final Value
$972,884.89
Regulatory Fees
$1,235.98
Total Slippage
$7,852.27
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum, market timing, leveraged etfs, technology sector, long/short, trend following, risk-on/off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 > KLML" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLK > KLML" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLK > KLML" has returned 36.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLK > KLML" is 53.40%. 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 > KLML", 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, crypto, and options.