Skip to Content
Symphonies
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

A fast, rules‑based plan to ride 3x tech (TQQQ) only when short‑term momentum truly favors it. Uses SPY’s 200‑day trend for risk, KMLM vs tech to confirm, flips to cash or Treasuries when weak, and occasionally hedges with UVXY or shorts with SQQQ. High risk.
NutHow it works
First, check if the S&P 500 (SPY) is above its 200‑day average (risk‑on) or below (risk‑off). 10‑day RSI is a 0–100 “heat meter” (>80 very hot, <30 very cold). Risk‑on: if too hot, briefly hedge with UVXY. Otherwise, go all‑in TQQQ (3x Nasdaq‑100) only when tech (XLK) looks stronger than a trend fund (KMLM); else sit in T‑Bills (BIL). Risk‑off: try quick bounces (TECL/UPRO). If still weak, choose Treasuries (TLT) or short tech (SQQQ), allowing shorts only when tech < KMLM.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.31 vs SPY 1.07; Calmar 2.62. A tech‑tilted, rule‑based strategy with regime filters and hedges aims for outsized upside (~75.8% oos annualized) while controlling risk vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.190.90.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.31%13.99%-0.15%0.4%0.86
TQQQ FTLT using KMLM for confirmation before going full leverage
42,754.72%224.33%0.27%1.2%2.45
Initial Investment
$10,000.00
Final Value
$4,285,471.82
Regulatory Fees
$6,983.29
Total Slippage
$46,167.21
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend following, momentum, leveraged etfs, regime filter, volatility hedge, tactical, managed futures 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 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.

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 72.06%. 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.