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Symphonies
TQQQ-KMLM | Simple as it gets | IAMCAPTN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules: normally hold 50% gold (GLD) and 50% in the stronger of TQQQ (3x Nasdaq tech) or KMLM (trend‑following futures). If TQQQ’s short‑term rise is extremely hot (RSI>80), switch fully to UVXY to bet on a volatility spike.
NutHow it works
Each day it checks TQQQ (a 3x tech‑heavy Nasdaq fund). If its 10‑day RSI—a 0–100 score of how fast it’s been rising—is above 80, it moves 100% into UVXY (a fund that jumps when market fear/volatility spikes). Otherwise, hold 50% GLD (gold) and 50% in whichever has the higher RSI: TQQQ or KMLM (a trend‑following managed‑futures fund). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns with lower downside than the S&P. OOS Sharpe 3.47 vs 2.00; Calmar 15.37; ~102% vs 24% annualized. Gold plus momentum/futures with a volatility hedge and daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.640.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.01%14.06%0.54%-0.34%0.86
TQQQ-KMLM | Simple as it gets | IAMCAPTN
1,138.12%62.32%4.88%14.54%2.16
Initial Investment
$10,000.00
Final Value
$123,812.00
Regulatory Fees
$131.14
Total Slippage
$681.37
Invest in this strategy
OOS Start Date
Aug 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, contrarian, volatility hedge, gold, managed futures, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toGLDandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 77.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.31%. 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.