KMLM TQQQ Test
Today’s Change (Oct 8, 2026)
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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.
How it worksRSI(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.
Value propOut-of-sample: ~131% annualized return vs SPY ~32%, with Calmar ~4.4. A tech-forward, regime-switch strategy that leverages TQQQ while hedging with VIXY/GLD—higher upside potential, but larger drawdowns than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.14 | 1.05 | 0.11 | 0.33 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 127.66% | 15.28% | 1.72% | 4.21% | 0.94 | |
| 83,267.59% | 219.79% | 0.79% | 23.02% | 2.48 |
Initial Investment
$10,000.00
Final Value
$8,336,758.87Regulatory Fees
$10,291.47
Total Slippage
$90,809.72
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