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Symphonies
holy grail w/ KMLM switcher GLD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, tech‑tilted plan. It uses a long‑term trend filter, an RSI “heat” gauge, and QQQ vs KMLM strength to switch among gold, cash, leveraged tech, or inverse tech. Mostly buys dips in uptrends; stays defensive or hedged when trends weaken.
NutHow it works
1) Check trend: if the Nasdaq‑100 (QQQ) is above its 200‑day average, it’s risk‑on; otherwise defensive. 2) In risk‑on, ~80% flips between gold (GLD) and a buy‑the‑dip in leveraged tech (TECL) using RSI (a 0–100 “heat” gauge: >70 hot, <30 cold) and whether QQQ is stronger than KMLM (a trend‑following, multi‑asset ETF). 3) The other ~20% trades faster: buys oversold tech, holds cash, or briefly uses inverse funds (SQQQ/SOXS) if the short‑term trend turns down.
CheckmarkValue prop
Out-of-sample tests show this rules-based, tech-tilted strategy delivering stronger risk-adjusted returns than the S&P 500, with better downside protection via trend filters, RSI heat, gold ballast, and selective inverse hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.450.990.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
105.94%14.47%1.36%13.5%0.89
holy grail w/ KMLM switcher GLD
161,331.54%298.25%3.74%26.22%2.42
Initial Investment
$10,000.00
Final Value
$16,143,153.56
Regulatory Fees
$13,511.29
Total Slippage
$124,447.21
Invest in this strategy
OOS Start Date
Jun 18, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical momentum, trend filter, relative strength, leveraged tech, inverse hedges, gold, managed futures
Tickers in this symphonyThis symphony trades 10 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
SMH
VanEck Semiconductor ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USD
ProShares Ultra Semiconductors
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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.

"holy grail w/ KMLM switcher GLD" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"holy grail w/ KMLM switcher GLD" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "holy grail w/ KMLM switcher GLD" has returned 451.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "holy grail w/ KMLM switcher GLD" is 8.94%. 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 "holy grail w/ KMLM switcher GLD", 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.