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Symphonies
KMLM TQQQ Test
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Times tech using RSI extremes and a simple regime check. Buys TQQQ on dips, buys VIXY when markets look overheated; otherwise, holds TQQQ if Tech beats managed‑futures (KMLM), or splits into SQQQ + gold when defensive. High risk via 3× ETFs.
NutHow it works
RSI(10) = 0–100 “speedometer” of recent price moves; >80 is very hot, <30 very cold. Tickers: QQQ=Nasdaq‑100; SPY=S&P 500; XLK=Tech; TQQQ=3× long QQQ; SQQQ=3× short QQQ; VIXY=volatility; GLD=gold; KMLM=managed‑futures. Rules: 1) If QQQ RSI>79 or SPY RSI>80 → buy VIXY. 2) Else if QQQ RSI<30 or SPY RSI<30 → buy TQQQ. 3) Else if XLK RSI>KMLM RSI → buy TQQQ; otherwise 50% SQQQ + 50% GLD.
CheckmarkValue prop
Out-of-sample annualized return ~124% vs ~44% for the S&P; Calmar ~7.58 signals exceptional risk-adjusted gains; oos Sharpe ~2.10 (SPY ~2.97); drawdowns can be higher (~16%), but the strategy offers outsized upside with tactical hedging.

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Invest in this strategy
OOS Start Date
Apr 10, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical timing, rsi mean-reversion, regime switch, leveraged etfs, volatility hedge, tech heavy, gold, short nasdaq
Tickers in this symphonyThis symphony trades 8 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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
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.

"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 toGLDandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM TQQQ Test" has returned 155.39%. 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, and options.