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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, either go all‑in UVXY if TQQQ is extremely hot, or split 50/50 between gold and the stronger of TQQQ or KMLM. Uses a short‑term RSI signal to toggle between tech momentum, managed futures, and a volatility spike play.
NutHow it works
Each day: - Compute the 10‑day RSI (a 0–100 score of recent price strength) for TQQQ, a 3× Nasdaq‑100 fund. - If RSI > 80 (very hot), move 100% into UVXY, a VIX‑futures fund that often jumps when stocks drop. - Otherwise hold 50% GLD (gold) and 50% in whichever has the higher 10‑day RSI: TQQQ or KMLM (a diversified trend‑following futures ETF). - Rebalance daily.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted return: ~74% annualized vs ~24%, Sharpe ~2.75 vs ~2.06, Calmar ~11.2. Drawdown ~6.7% vs ~5.1%. Higher upside with tactical hedging and daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.640.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
101.02%14.77%2.19%5.01%0.9
TQQQ-KMLM | Simple as it gets | IAMCAPTN
1,043.63%61.75%4.62%6.64%2.15
Initial Investment
$10,000.00
Final Value
$114,362.58
Regulatory Fees
$122.39
Total Slippage
$629.77
Invest in this strategy
OOS Start Date
Aug 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi, momentum, volatility hedge, gold, managed futures, leveraged etfs, daily rebalance, tactical risk-on/off
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 74.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.67%. 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.