Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
TQQQ FTLT + KMLM < 20MA KMLM
Today’s Change
—

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

About

Single‑ETF, rules‑based swing strategy. Uses SPY’s long‑term trend, short‑term “too hot/too cold” checks, and KMLM’s trend as a tiebreaker to flip between aggressive tech/semis, inverse tech, or volatility (UVXY). High risk, fast‑moving.
NutHow it works
Step 1: Is SPY (S&P 500 fund) above its 200‑day average? If yes and short‑term “heat” is extreme (RSI: a 0–100 speedometer), jump to UVXY (volatility). If not, use KMLM’s 20‑day trend (a managed‑futures fund used as a market gauge): weak → buy SOXL (3× semis); strong → PSQ (−1× Nasdaq). If SPY is below its 200‑day: if very “cold,” buy TECL or UPRO (3× tech/S&P); else KMLM weak → SOXL, strong → TECS (−3× tech).
CheckmarkValue prop
Out-of-sample data show this regime-switching strategy underperforms the S&P 500 (-1.9% vs 18.6%) and suffers deep drawdowns (up to 62.6%). Best as a hedging sleeve with tactical signals, not core equity exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.471.280.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.55%14.33%1.75%5.97%0.87
TQQQ FTLT + KMLM < 20MA KMLM
102,304.27%286.91%30.48%73.7%2.13
Initial Investment
$10,000.00
Final Value
$10,240,427.30
Regulatory Fees
$15,922.97
Total Slippage
$108,133.10
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, trend filter, momentum & mean‑reversion, leveraged etfs, inverse etfs, volatility hedge, tech/semiconductors, managed‑futures signal
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
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.

"TQQQ FTLT + KMLM < 20MA KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ FTLT + KMLM < 20MA KMLM" is currently allocated toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ FTLT + KMLM < 20MA KMLM" has returned 19.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ FTLT + KMLM < 20MA KMLM" is 62.63%. 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 "TQQQ FTLT + KMLM < 20MA 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.