Skip to Content
Symphonies
KMLM TQQQ Test
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule‑based switch: buy 3x tech on dips, hedge with volatility when markets look overheated, and otherwise choose between 3x tech or a defensive mix (short tech + gold) by comparing tech momentum to a managed‑futures trend gauge.
NutHow it works
RSI = a 0–100 gauge of recent buying vs selling (10‑day); high=overheated (>80), low=washed‑out (<30). Trades: TQQQ (3x long Nasdaq‑100), SQQQ (3x short), GLD (gold), VIXY (volatility). If QQQ or SPY RSI > ~80 → VIXY. If QQQ or SPY RSI < 30 → TQQQ. Else compare tech (XLK) vs KMLM (managed‑futures) RSIs: if tech stronger → TQQQ; otherwise 50/50 SQQQ+GLD.
CheckmarkValue prop
A regime-switching, RSI-driven tactical sleeve that captures tech upside and hedges when markets heat up. Out-of-sample: ~144% annualized return vs SPY ~51%, Calmar ~8.8, max drawdown ~16% (SPY ~5%). Higher upside with hedged risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.211.050.110.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
KMLM TQQQ Test
42,904.56%240.23%-0.85%9.38%2.56
Initial Investment
$10,000.00
Final Value
$4,300,455.70
Regulatory Fees
$6,028.93
Total Slippage
$40,147.54
Invest in this strategy
OOS Start Date
Apr 10, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical momentum, regime switching, leveraged etfs, volatility hedge, trend following
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"KMLM TQQQ Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "KMLM TQQQ Test" has returned 143.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM TQQQ Test" is 16.34%. 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 "KMLM TQQQ Test", 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, crypto, and options.