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Symphonies
DBMF instead of KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple switch between DBMF (diversifying managed‑futures) and TQQQ (3x Nasdaq tech) based on which has stronger recent gains (RSI). Seeks tech upside in rallies and a non‑stock trend strategy when stocks struggle.
NutHow it works
It watches two funds: DBMF (managed‑futures trend follower) and TQQQ (3x Nasdaq-100). At each check-in, it gives each a 10‑day strength score that weighs recent up vs down days (RSI). It owns the one with the higher score, 100%, and switches when the other takes the lead.
CheckmarkValue prop
Out-of-sample edge: 22.86% annualized return vs SPY 19.39%, with upside from tech rallies (TQQQ) and trend diversification (DBMF). Higher drawdowns exist (~52% vs ~19%), so this strategy targets growth with disciplined risk in volatile regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.431.070.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
190.97%16.33%1.36%13.5%0.86
DBMF instead of KMLM
3,796.86%68.01%4.17%49.26%1.43
Initial Investment
$10,000.00
Final Value
$389,686.42
Regulatory Fees
$927.40
Total Slippage
$6,755.61
Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum rotation, rsi ranking, managed futures, leveraged tech, tactical asset allocation, trend following
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"DBMF instead of KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"DBMF instead of KMLM" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "DBMF instead of KMLM" has returned 22.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "DBMF instead of KMLM" is 52.37%. 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 "DBMF instead of KMLM", 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.