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Symphonies
Signal Surfer
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switches 100% between 3x-long or 3x-short Nasdaq-100 (TQQQ/SQQQ) using two risk-on/off signals: bonds vs small-caps short-term strength and KMLM’s 20-day trend, then picks the safer signal over the past week. High risk.
NutHow it works
Each day it runs two checkups: 1) Compares a short-term strength score (recent up vs down days) for US Treasury bonds (IEI) vs small US stocks (IWM). If bonds look stronger, buy 3x-long Nasdaq-100 (TQQQ); else buy 3x-short (SQQQ). 2) Looks at KMLM, a trend-following fund across many markets. If its price is below its 20-day average, buy TQQQ; if above, buy SQQQ. It then uses the checkup with better recent risk and invests 100%.
CheckmarkValue prop
Dynamic 3x Nasdaq bets (TQQQ/SQQQ) guided by two risk signals. Seeks tech upside with macro risk controls. Out-of-sample: ~10.5% annualized return, Sharpe ~0.48, Calmar ~0.27. Diversifies from the S&P, but accepts higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.31-0.040-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.71%14.08%4.09%0.87%0.86
Signal Surfer
29,407.81%195.44%-19.22%42.83%1.96
Initial Investment
$10,000.00
Final Value
$2,950,781.40
Regulatory Fees
$7,026.08
Total Slippage
$45,737.26
Invest in this strategy
OOS Start Date
Jan 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, nasdaq-100, leveraged etfs, momentum, trend-following, macro regime, long/short, daily rebalanced
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Signal Surfer" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Signal Surfer" is currently allocated toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Signal Surfer" has returned 24.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Signal Surfer" is 41.58%. 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 "Signal Surfer", 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.