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Symphonies
TQQQ FTLT Reddit with KMLM filter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tech‑centric, tactical switcher. Uses the S&P 500’s 200‑day trend, short‑term “heat” (RSI), and a managed‑futures yardstick (KMLM) to flip among 3x long tech/S&P, 3x inverse tech, volatility spikes (UVXY), or cash (BIL).
NutHow it works
RSI = short‑term “heat” score (0–100). 1) Trend check: If the S&P 500 is above its 200‑day average (uptrend), else downtrend. Uptrend: If heat is extreme, hold UVXY (volatility hedge). Otherwise hold TQQQ (3x Nasdaq tech) only when tech (XLK) looks stronger than KMLM (managed‑futures); else BIL (T‑bills). Downtrend: Try quick rebounds (TECL/UPRO) when very oversold. If not, short tech via SQQQ (3x inverse) when it’s stronger than TLT (Treasuries) and tech trails KMLM; otherwise BIL. Sometimes TQQQ if KMLM is weak.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.37 vs 0.98; Calmar 2.87; OOS annualized return ~82% vs SPY ~17%. Higher drawdowns but superior risk-adjusted growth from dynamic hedging and tech-focused signals; 487-day backtest.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.220.880.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.19%14.68%2.19%5.01%0.89
TQQQ FTLT Reddit with KMLM filter
43,639.47%234.84%-2.26%-2.11%2.5
Initial Investment
$10,000.00
Final Value
$4,373,946.51
Regulatory Fees
$7,198.01
Total Slippage
$47,634.31
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, momentum (rsi), leveraged etfs, volatility hedge, tech-heavy
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond 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 Reddit with KMLM filter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ FTLT Reddit with KMLM filter" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ FTLT Reddit with KMLM filter" has returned 82.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ FTLT Reddit with KMLM filter" is 28.76%. 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 Reddit with KMLM filter", 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, crypto, and options.