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Symphonies
TQQQ FTLT + KMLM < 20MA KMLM
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑ETF tactical switcher: a long‑term SPY trend sets the backdrop; short‑term “heat” (RSI) triggers hedges or dip‑buys. If no extreme, it reads KMLM’s trend (a managed‑futures fund) to choose aggressive tech/semis longs or inverse shorts.
NutHow it works
Step 1: SPY vs its 200‑day average sets regime: above=uptrend, below=downtrend. Step 2: Heat (RSI, a 0–100 gauge; high=overheated, low=washed‑out). Uptrend: if TQQQ or SPXL RSI ~80, buy UVXY (vol hedge). Else use KMLM (managed‑futures) as risk gauge: KMLM below 20‑day→buy SOXL; above→buy PSQ (short Nasdaq). Downtrend: if RSI ~30, buy TECL or UPRO; else KMLM below→SOXL, above→TECS (short tech).
CheckmarkValue prop
Adaptive, regime-switching strategy with volatility hedges and cross-asset signals to diversify risk. Out-of-sample results show negative returns vs SPY and larger drawdowns; suitable for risk-tolerant investors seeking crisis hedges, not core growth.

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Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend + mean-reversion, cross-asset (kmlm) filter, leveraged/inverse etfs, volatility hedge, tech/semis focus
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 18.52%. 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.