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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, go 100% into the strongest of TQQQ, YINN, or KMLM by a short‑term momentum score—unless TQQQ is extremely hot, then switch to UVXY to bet on a volatility pop. Simple, aggressive rotation with leveraged ETFs and high risk.
NutHow it works
Each day, it checks momentum (RSI, a 0–100 “speed of recent moves” score). If TQQQ’s 10‑day RSI > 80 (very hot), it buys UVXY (a volatility ETF that can jump when stocks fall). Otherwise, it buys the single ETF with the strongest 14‑day RSI among: TQQQ (3x Nasdaq‑100), YINN (3x China stocks), KMLM (trend‑following futures). 100% in that pick; checked daily.
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside (21.7% vs 17.2% for the S&P) via a simple daily rotation among momentum ETFs plus a volatility hedge. Expect larger drawdowns (~46% vs ~19%), but potential for stronger long-run growth.

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Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, rsi, leveraged etfs, volatility hedge, managed futures, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
YINN
Direxion Daily FTSE China Bull 3X 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 toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.88%. 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, and options.