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Symphonies
The Holy Grail with 20D KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based swing system that switches among leveraged tech funds, inverse funds, bonds, volatility, and a managed‑futures ETF. It keys off Nasdaq’s 200‑day trend, short‑term heat (RSI), and KMLM’s 20‑day trend to flip between offense and defense.
NutHow it works
It uses two gauges: a heat score (RSI, 0–100; high = hot, low = washed out) and trend lines (20/200‑day moving averages). If a 3x Nasdaq fund (TQQQ) is in a long‑term uptrend, it goes risk‑on: if too hot, hedge with volatility (UVXY); otherwise hold TQQQ or short Nasdaq (PSQ) based on a managed‑futures fund (KMLM: trends in commodities/rates/FX). If trend is down, buy washed‑out 3x tech (TECL) or 3x semis (SOXL); else pick short Nasdaq (SQQQ) or short‑term bonds (BSV). Fallback: 3x S&P 500 (UPRO) or KMLM.
CheckmarkValue prop
Out-of-sample edge: ~59% annualized return vs ~17% for S&P; Sharpe ~1.12 vs ~1.00; Calmar ~2.09. Strong upside with trend-following hedges and diversified risk, offering a tech-heavy growth tilt with disciplined risk management.

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Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, tactical allocation, trend + mean reversion, tech/nasdaq focus, managed futures, volatility hedge, bonds
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"The Holy Grail with 20D KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Holy Grail with 20D KMLM" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Holy Grail with 20D KMLM" has returned 86.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Holy Grail with 20D KMLM" is 28.13%. 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 "The Holy Grail with 20D KMLM", 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.