(KMLM) KFA Mount Lucas Index - NYSE
ETF Category: Systematic Trend | Exchange: NYSE (USA) | Market Cap: 305m USD | Total Return: 8.6% in 12m
Avg Turnover: 6.06M
Warnings
No concerns identified
Tailwinds
No distinct edge detected
Seasonality
The KFA Mount Lucas Index Strategy ETF (KMLM) is a systematic trend-following fund that tracks the KFA Mount Lucas Index. The strategy utilizes long and short positions in commodity, currency, and global fixed income futures contracts to capture price momentum across various asset classes. This approach, often referred to as Managed Futures or CTA (Commodity Trading Advisor) strategies, seeks to provide returns that are historically uncorrelated with traditional equity and bond markets.
The fund operates by investing in liquid futures contracts traded on both U.S. and international exchanges. Trend-following models typically function by increasing exposure to assets with positive price momentum and decreasing exposure or shorting assets with negative momentum. For deeper insights into these systematic metrics, visit ValueRay to continue your research. Unlike traditional long-only funds, this non-diversified ETF can profit from both rising and falling market trends, provided those trends are sustained over time.
- Trend following signals drive performance across commodity and currency futures
- Persistent interest rate volatility impacts global fixed income futures positioning
- Systematic long-short exposure benefits from sustained macroeconomic regime shifts
- Managed futures demand increases during periods of traditional asset correlation
As of June 29, 2026, the stock is trading at USD 27.27 with a total of 94,384 shares traded. Over the past week, the price has changed by -1.98%, over one month by -4.45%, over three months by -3.57% and over the past year by +8.63%.
Current recommended Stop Loss: 26.80 (which is 1.7% or 1.4 ATR below the current price).
KFA Mount Lucas Index has no consensus analysts rating.