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

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

About

A rules-based switch that uses a 10‑day RSI “speedometer” to flip between: long volatility when markets look overheated, 3x long NASDAQ on selloffs or when tech leads, or a defensive 50/50 of 3x short NASDAQ and gold when tech lags a trend proxy. High risk.
NutHow it works
It uses a 10‑day “speedometer” (RSI) of big indexes to switch modes. - If QQQ or SPY look overheated (RSI ~>80), buy VIXY (bet on a volatility spike). - If QQQ or SPY look washed out (RSI <30), buy TQQQ (3x long NASDAQ‑100). - Otherwise, compare Tech (XLK) vs KMLM: if Tech is stronger → TQQQ; else split 50/50 into SQQQ (3x short NASDAQ‑100) and GLD (gold). KMLM is only a yardstick, not held.
CheckmarkValue prop
Out-of-sample edge: RSI-driven rotations target much higher upside vs the S&P (oos ≈123.8% annualized vs 44.2%), with strong risk-adjusted metrics (Calmar ~7.6; Sharpe ~2.1) and volatility hedges. Expect higher drawdowns in choppy regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.21.010.110.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.13%14.19%-0.15%0.4%0.87
KMLM TQQQ Test
54,173.79%236.39%8.73%26.2%2.57
Initial Investment
$10,000.00
Final Value
$5,427,378.58
Regulatory Fees
$7,256.93
Total Slippage
$48,478.00
Invest in this strategy
OOS Start Date
Apr 10, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, momentum/rsi, leveraged etfs, volatility hedge, risk-on/risk-off, multi-asset signals
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 149.44%. 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.