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TQQQ FTLT using KMLM for confirmation before going full leverage
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, tech‑led switcher: lever up to TQQQ when the market is in an uptrend and tech momentum beats a managed‑futures benchmark; hedge if overheated. In downtrends, buy extreme dips or rotate to Treasuries or short tech; cash when signals are weak.
NutHow it works
1) Market regime: If SPY is above its 200‑day average (long‑term uptrend), use “uptrend” rules; else “downtrend.” Uptrend: If short‑term “heat” is high (RSI: 0–100; high=overheated), hedge with UVXY (volatility). Otherwise, if Tech (XLK) beats KMLM (managed‑futures trend fund), go 100% TQQQ (3× Nasdaq‑100); else hold BIL (T‑Bills). Downtrend: Buy extreme dips with TECL/UPRO (3× Tech/S&P) when RSI is very low. If not, when TQQQ is weak, choose TLT (long Treasuries) or SQQQ (−3× Nasdaq) by momentum and the same XLK vs KMLM check.
CheckmarkValue prop
Out-of-sample results show materially higher risk-adjusted returns vs the S&P 500: Sharpe 1.31 vs 1.07, Calmar 2.62, and annualized return ~75.8% vs ~18.7%, with positive alpha. Drawdowns are larger, but upside and risk controls may reward patient investors.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leverage, momentum (rsi), trend filter (200-day ma), tactical allocation, tech-heavy, risk-managed, cross-asset confirmation
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 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

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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 70.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.91%. 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.