KMLM ETF Analysis: KFA Mount Lucas Index | NYSE
Systematic Trend | NYSE, USA | Market Cap: 389m USD | 12M Return: 14.9% | US5007676522 | Charts, Fundamentals & Technical Analysis
Avg Turnover: 7.32M
Warnings
Tailwinds
No distinct edge detected
Seasonality 5.7 years of data
How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.
KFA Mount Lucas Index Strategy ETF (KMLM) is a systematic, non-diversified ETF that seeks to track an index composed of commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges. Launched in December 2020 with roughly $305M in assets, the fund primarily gains exposure through futures and may also hold debt instruments directly or indirectly.
The fund operates within the systematic trend segment of the alternatives space, employing a trend-following methodology that takes long or short positions based on directional movements across multiple asset classes. Trend-following strategies of this type are commonly used by investors seeking diversification away from traditional stock and bond exposure, as their returns are often driven by macro price movements rather than equity market beta.
- Crude oil and gold futures trends drive commodity allocation returns
- Federal Reserve rate path shifts global fixed income futures positioning
- Currency volatility expansion accelerates trend-following strategy performance across G10 pairs
As of August 21, 2026, the stock is trading at USD 29.24 with a total of 99,162 shares traded. Over the past week, the price has changed by +1.53%, over one month by -0.03%, over three months by -0.61% and over the past year by +14.88%.
Current recommended Stop Loss: 28.80 (which is 1.5% or 1.4 ATR below the current price).
KFA Mount Lucas Index has no consensus analysts rating.