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Symphonies
KMLM TQQQ Test with SQQQ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based swing strategy that flips between 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), and sometimes Gold (GLD) using 10‑day strength scores on QQQ/SPY and a tech‑vs‑managed‑futures check (XLK vs KMLM). Heavy tech tilt; very volatile.
NutHow it works
It checks 10‑day “strength” (RSI) on: QQQ (Nasdaq‑100), SPY (S&P 500), XLK (tech sector), and KMLM (a managed‑futures trends fund). If QQQ/SPY look very hot, it buys SQQQ (3x short Nasdaq). If very cold, it buys TQQQ (3x long). Otherwise: if tech (XLK) beats KMLM, hold TQQQ; else split 50/50 SQQQ and GLD (gold). It switches only when rules change.
CheckmarkValue prop
Out-of-sample results show this swing strategy often beats the S&P 500 by riding tech-led rallies (via TQQQ) and capping drawdowns with SQQQ/GLD hedges—delivering higher risk-adjusted returns and smarter risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.161.010.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
118.19%15.29%1.36%13.5%0.93
KMLM TQQQ Test with SQQQ
62,385.14%223.44%-3.03%34.83%2.48
Initial Investment
$10,000.00
Final Value
$6,248,513.71
Regulatory Fees
$6,952.03
Total Slippage
$61,381.98
Invest in this strategy
OOS Start Date
May 5, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, momentum and mean reversion, leveraged etfs, tech-heavy, risk-on/risk-off, gold hedge
Tickers in this symphonyThis symphony trades 7 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
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 with SQQQ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "KMLM TQQQ Test with SQQQ" has returned -73.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM TQQQ Test with SQQQ" is 23.16%. 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 with SQQQ", 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.