KraneShares Mount Lucas Managed Futures Index Strategy ETF · Other
3m RS is unavailable, Market Stance is 47.8
As of 2026-08-24, KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) has a 3-month relative strength percentile of — within the TickerStance CS+ADRC universe (~5,000 tickers). The current market Stance is 47.8 (Neutral). Sector: Other. Average daily range 0.8%, relative volume 0.86×. TickerStance reports observed regime conditions across the full CS+ADRC universe; band assignment reflects current breadth, momentum, and macro inputs computed at the daily close. Percentile ranks run from 1 (weakest) to 99 (strongest) relative to all universe members on the same date.
| # | Holding | Weight | Value |
|---|---|---|---|
| 1 | United States of America | 14.63% | $40M |
| 2 | United States of America | 14.62% | $40M |
| 3 | United States of America | 12.83% | $35M |
| 4 | United States of America | 12.81% | $35M |
Relative strength across horizons plus the leadership score.
Accumulation rating, relative volume, U/D ratio, breakout-day proof.
No attention data for this ticker yet — it joins the daily scan once a baseline builds.
Daily range, ATR, beta, and the math for a 1-ADR stop.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | KMLM Jan avg: -1.50% median: -1.59% win: 25% σ: 1.29% n: 4 2022-04-12 → 2026-07-31 | KMLM Feb avg: 1.77% median: 2.07% win: 75% σ: 2.31% n: 4 2022-04-12 → 2026-07-31 | KMLM Mar avg: 1.19% median: 1.44% win: 75% σ: 2.79% n: 4 2022-04-12 → 2026-07-31 | KMLM Apr avg: 2.99% median: 4.54% win: 80% σ: 3.66% n: 5 2022-04-12 → 2026-07-31 | KMLM May avg: -1.14% median: 0.53% win: 60% σ: 3.36% n: 5 2022-04-12 → 2026-07-31 | KMLM Jun avg: -1.69% median: -1.49% win: 0% σ: 0.95% n: 5 2022-04-12 → 2026-07-31 | KMLM Jul avg: 1.15% median: 0.70% win: 60% σ: 3.42% n: 5 2022-04-12 → 2026-07-31 | KMLM Aug avg: 2.59% median: 1.84% win: 75% σ: 4.47% n: 4 2022-04-12 → 2026-07-31 (current) | KMLM Sep avg: 2.43% median: 2.37% win: 100% σ: 2.18% n: 4 2022-04-12 → 2026-07-31 | KMLM Oct avg: -1.64% median: -1.11% win: 0% σ: 1.38% n: 4 2022-04-12 → 2026-07-31 | KMLM Nov avg: -4.57% median: -4.12% win: 25% σ: 4.39% n: 4 2022-04-12 → 2026-07-31 | KMLM Dec avg: -4.06% median: -4.08% win: 25% σ: 5.14% n: 4 2022-04-12 → 2026-07-31 |