Skip to Content
Symphonies
TQQQ FTLT + KMLM < 20MA KMLM
Today’s Change
—

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

About

A high‑octane, all‑in timing system for tech/semis. It uses market trend (SPY 200‑day), short‑term “heat” (RSI), and a macro trend cue (KMLM) to flip between 3x bull or bear tech ETFs, short Nasdaq, or volatility (UVXY). Very high risk.
NutHow it works
All-in, one ETF at a time. Step 1: is the S&P 500 (SPY) above its 200‑day average? If yes and Nasdaq/S&P look very hot (RSI>~80), switch to UVXY (volatility). Else use KMLM (a macro trend fund): if KMLM is below its 20‑day average, buy SOXL (3x semis); if above, short tech via PSQ. If SPY is below its 200‑day and things look very cold (RSI<~30), buy TECL or UPRO for a bounce; otherwise use KMLM again: below=SOXL, above=TECS (3x tech bear). RSI is a 0–100 heat gauge.
CheckmarkValue prop
An aggressive tech/semis timing strategy that can capture upside in favorable cycles, but out-of-sample results show weaker risk-adjusted returns and larger drawdowns than SPY. Best as a diversification satellite, not core exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.461.280.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
89.39%12.97%-4.19%-3.74%0.8
TQQQ FTLT + KMLM < 20MA KMLM
108,135.76%279.57%5.52%39.37%2.1
Initial Investment
$10,000.00
Final Value
$10,823,576.09
Regulatory Fees
$17,485.66
Total Slippage
$119,072.79
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, trend-following, mean reversion, leveraged etfs, inverse etfs, volatility, tech-heavy, semiconductors, high risk
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 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 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.

"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 toTECS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ FTLT + KMLM < 20MA KMLM" has returned 21.77%. 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.