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

About

Daily momentum flip: if Big Tech (TQQQ) is extremely hot, switch to UVXY (volatility). Otherwise, own the hottest of KMLM (managed‑futures), TQQQ (3× Nasdaq‑100), or YINN (3× China). Very aggressive and high risk.
NutHow it works
Each day the strategy checks a simple “heat score” (RSI: a 0–100 gauge of recent ups vs. downs). 1) If TQQQ’s 10‑day RSI is above 80 (very hot), it moves to UVXY—a volatility fund that can spike when fear rises but usually falls over time. 2) Otherwise, it compares 14‑day RSI for KMLM (trend‑following futures), TQQQ (3× Nasdaq‑100/Big Tech), and YINN (3× China) and buys 100% of the hottest one. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ≈20% vs S&P ≈17.5%. A momentum-rotation strategy across TQQQ, YINN, and KMLM seeks higher upside in rallies and macro trends. However, it carries higher risk with drawdowns ≈46% and lower OOS Sharpe vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.721.180.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.05%14.96%1.36%5.73%0.9
TQQQ-KMLM | Simple as it gets | IAMCAPTN | With YINN
3,435.41%105.91%-9.19%-9.65%1.51
Initial Investment
$10,000.00
Final Value
$353,540.71
Regulatory Fees
$757.46
Total Slippage
$4,620.87
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, leveraged etfs, volatility hedge, managed futures, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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

Year-to-date, the symphony has returned 19.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.62%. 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.