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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 one‑ETF, trend‑timed strategy using RSI and moving averages. It rotates among 3x tech (TQQQ/TECL), 3x S&P (UPRO), short tech (SQQQ), Treasuries (TLT) or volatility (UVXY). Tech vs KMLM decides risk‑on vs defensive in each market regime.
NutHow it works
Owns one ETF at a time: mainly 3x tech (TQQQ/TECL), sometimes 3x S&P (UPRO), short tech (SQQQ), long Treasuries (TLT) or volatility (UVXY). RSI (0–100) = short‑term “hot/cold.” Moving average = average of past prices. If the S&P 500 is above its 200‑day avg: buy UVXY if it’s red‑hot; else hold TQQQ if tech beats KMLM, or SQQQ if KMLM is stronger. If below: buy oversold bounces (TECL/UPRO); otherwise choose SQQQ or TLT (leaning to SQQQ when KMLM > tech). KMLM tracks trend‑following across non‑stock markets and acts as a risk‑off compass.
CheckmarkValue prop
Out-of-sample, this trend-timed, regime-switching strategy aims for high risk-adjusted gains (~63% annualized, Calmar ~2.08, Sharpe ~1.08), with a tech tilt and dynamic risk signals designed to outperform SPY while managing drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.52-0.030-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
92.2%13.43%-1.77%0.2%0.83
TQQQ FTLT using KMLM before going full leverage V2
88,008.5%269.68%-1.11%-2.82%2.35
Initial Investment
$10,000.00
Final Value
$8,810,849.75
Regulatory Fees
$13,207.37
Total Slippage
$90,513.23
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following,tactical allocation,leveraged etfs,momentum,relative strength,risk-on/risk-off,volatility hedge
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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
XLK
State Street Technology Select Sector SPDR 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.

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

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

Year-to-date, the symphony has returned 74.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.74%. 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, and options.