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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 trend‑first, momentum‑gated switcher that mainly rides leveraged tech in uptrends, hedges if overheated, and moves to cash. In downtrends it buys only extreme dips; otherwise it stays in cash and may briefly short via SQQQ when bearish signals align.
NutHow it works
Step 1: Regime. If SPY > its 200‑day avg → risk‑on; else risk‑off. RSI = short‑term “heat” (0–100; >80 hot, <30 cold). Risk‑on: if TQQQ or S&P are too hot, hedge with UVXY; else if tech (XLK) momentum beats a macro trend fund (KMLM), buy TQQQ; otherwise hold BIL (cash). Risk‑off: buy only panic dips (TECL or UPRO) at extremes; otherwise sit in BIL, shorting (SQQQ) only when selling is strong and bonds (TLT) are weak.
CheckmarkValue prop
Out-of-sample annualized return ~80% with Sharpe ~1.36 and Calmar ~2.80, vs S&P ~17% and ~1.0 Sharpe. Captures tech-led rallies, hedges heat, and shifts to cash in risk-off—delivering superior risk-adjusted growth with disciplined risk control.

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Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, trend-following, momentum, leveraged etfs, tech-heavy, risk-on/off, volatility hedge, market timing
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
State Street 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 76.22%. 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, and options.