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Symphonies
TQQQ FTLT using KMLM before going full leverage V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A switch‑based, tech‑centric strategy. It gates on the S&P 500 trend, then uses a short‑term heat meter and a KMLM vs tech strength check to choose between 3x long tech, 3x short tech, Treasuries, or a short‑term volatility play.
NutHow it works
1) Big picture check: Are US stocks healthy? If the S&P 500 (SPY) is above its 200‑day average, it’s “risk‑on.” If not, it’s “risk‑off.” 2) In risk‑on: If short‑term heat is extreme, switch to UVXY (a volatility bet). Otherwise, pick TQQQ (3x tech) or SQQQ (−3x tech) by comparing tech’s short‑term strength (XLK) to a trend gauge called KMLM (a managed‑futures ETF). 3) In risk‑off: If things look washed‑out, buy the dip with TECL (3x tech) or UPRO (3x S&P). If not, rotate to long Treasuries (TLT) or short tech (SQQQ) based on which is stronger short‑term. RSI = a 0–100 “hot/cold” meter; >~80 very hot, <~30 very cold.
CheckmarkValue prop
Out-of-sample shows far stronger risk-adjusted growth vs the S&P: ~80% annualized return vs ~19%, Sharpe ~1.23 vs ~1.06, Calmar ~2.89. Accept slightly larger drawdowns for higher upside, with a regime-aware tech tilt.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, momentum, mean reversion, regime filter, tech-focused, volatility, treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 80.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.93%. 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 the symphony, 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.