holy grail TECL w/ KMLM switcher GLD
Today’s Change (Oct 9, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tech‑led tactical strategy that pushes into leveraged tech when stock momentum beats managed‑futures momentum, but shifts to gold, silver, cash, or an inverse Nasdaq hedge when markets are overheated or trending down. Three sleeves are blended by recent volatility.
1) Check if the Nasdaq‑100 (QQQ) is in an uptrend (price above its 200‑day average).
2) If “too hot” (short‑term gains unusually strong), blend the anchor asset with an inverse Nasdaq hedge (SQQQ) to cool risk.
3) Otherwise, compare stock momentum (QQQ) to managed‑futures momentum (KMLM). If stocks win, lean into leveraged tech (TECL); if not, stay in the sleeve’s anchor (QQQ, gold, or silver).
4) If the trend is down, mostly sit in cash or use the inverse hedge, with only rare oversold bounce attempts.
5) Combine the three sleeves (QQQ‑, gold‑, silver‑anchored) by giving more weight to the calmer one(s).
Three-sleeve, tech-led strategy that goes leveraged on momentum when tech wins, but hedges with gold, silver, cash, or SQQQ to cut drawdowns in overheated or falling markets—seeking steadier, risk-adjusted performance versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.85 | 1.73 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 112.99% | 14.37% | 1.29% | 4.09% | 0.89 | |
| 20,622.65% | 157.86% | -6.73% | -0.42% | 1.98 |
Initial Investment
$10,000.00
Final Value
$2,072,265.13Regulatory Fees
$3,356.36
Total Slippage
$29,143.67
Invest in this strategy
OOS Start Date
Oct 2, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, tech momentum, leveraged etfs, trend-following, managed futures overlay, risk-parity hedging, precious metals, dynamic hedging
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SLV
iShares Silver Trust
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
USD
ProShares Ultra Semiconductors
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks