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Symphonies
NVDA vs QQQ + KMLM (with shorting)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based timer for NVIDIA: take risk only when NVDA clearly lags or leads tech (QQQ). Use a simple “heat” check vs KMLM to choose cash (BIL), NVDA, or 2× NVDA (NVDX). Highly concentrated; leveraged only when momentum is strongest.
NutHow it works
Each day: compare NVIDIA (NVDA) vs QQQ over 1, 2, and 3 days. - If NVDA lagged on all 3: bet on a bounce → buy NVDA; if NVDA’s 10‑day RSI (a 0–100 “heat” score of recent up vs down days) beats KMLM’s (a trend‑following futures fund, used as a macro gauge), use NVDX (~2× NVDA). - If NVDA beat QQQ on all 3: ride the trend only if NVDA’s RSI > KMLM’s → buy NVDX, else hold BIL (T‑bills). - Mixed signals → BIL.
CheckmarkValue prop
Out-of-sample return ~17.8% p.a. vs S&P ~17.2%, with disciplined, signals-based leverage on NVDA momentum. Captures AI/tech upswings and uses cash hedges during uncertainty. Higher drawdown risk, so best for risk-tolerant, alpha-seeking investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.792.070.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
65.31%23.77%-0.15%0.4%1.44
NVDA vs QQQ + KMLM (with shorting)
1,146.26%191.61%-3.25%-15.29%2.05
Initial Investment
$10,000.00
Final Value
$124,625.76
Regulatory Fees
$1,212.88
Total Slippage
$7,180.62
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Single-stock timing, momentum & mean reversion, leveraged etf, risk-on/risk-off, rules-based, tactical allocation
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
NVDA
Nvidia Corp
Stocks
NVDX
T-Rex 2X Long NVIDIA Daily Target ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"NVDA vs QQQ + KMLM (with shorting)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"NVDA vs QQQ + KMLM (with shorting)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "NVDA vs QQQ + KMLM (with shorting)" has returned 3.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "NVDA vs QQQ + KMLM (with shorting)" is 47.80%. 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 "NVDA vs QQQ + KMLM (with shorting)", 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.