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Symphonies
2007 FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rule-based momentum-rotation that parks funds in SHV when signals are overheated; otherwise targets a leveraged tech momentum ETF (e.g., QLD) based on multi-ticker RSI and trend filters.
NutHow it works
Every day, the model checks momentum signals (RSI) on several market proxies (SPY, QQQ, etc.) and a price-trend condition. If any signal shows the market is very overbought (high RSI on SPY or other tickers), the system moves 100% into SHV (cash-like). If not, it may allocate to a momentum ETF like QLD (leveraged tech), or to other tickers if different branches fire. The decision is fully hands-off and rebalanced daily, always using SHV as the cash option when risk signals trigger.
CheckmarkValue prop
Out-of-sample, this rule-based strategy targets ~67% annualized return vs 20% SPY, with Sharpe ~1.50 vs ~1.16 and Calmar ~2. It shifts to SHV in overheated markets to protect capital while chasing leveraged tech upside; max drawdown ~33.8% vs ~18.8%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.930.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.19%10.45%-1.77%0.2%0.6
2007 FTLT
774,198.73%59.63%0.12%4.83%1.43
Initial Investment
$10,000.00
Final Value
$77,429,872.71
Regulatory Fees
$146,244.39
Total Slippage
$1,026,836.07
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, tactical rotation, risk-managed, etf rotation, cash proxy
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
IYY
iShares Dow Jones U.S. ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"2007 FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 FTLT" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 FTLT" has returned 58.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 FTLT" is 33.83%. 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 "2007 FTLT", 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.