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Symphonies
2060 FTLT v1.1 | nicomavis
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical portfolio that shifts between aggressive stocks, balanced stock/bond mixes, and defensive alternatives using simple momentum and oversold signals on bonds and stocks to decide when to press, wait, or protect.
NutHow it works
It’s a rules-based switch. Think of RSI as a quick score of recent up vs down days (low = washed out). The 200‑day average is a long‑term trend line. 1) If bonds look stronger than “short stocks,” and QQQ is above its 200‑day, hold equally: TQQQ, UPRO, DBMF, EDV. If not above, hold VT. 2) Else, if QQQ looks very oversold, hold QQQ+VT. If not, hold VT+BND when Treasuries look firm; otherwise hold BTAL.
CheckmarkValue prop
A regime-aware, diversified strategy that participates in uptrends and uses multi-asset hedging to diversify a pure equity bet. Out-of-sample: ~14.5% annualized returns with risk management that can smooth volatility beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.750.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
162.32%15.21%0.54%-0.34%0.81
2060 FTLT v1.1 | nicomavis
1,208.66%45.88%2.93%-5.4%1.61
Initial Investment
$10,000.00
Final Value
$130,866.33
Regulatory Fees
$310.69
Total Slippage
$1,852.37
Invest in this strategy
OOS Start Date
Apr 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, risk management, leveraged etfs, global equities, us treasuries, managed futures, market neutral
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"2060 FTLT v1.1 | nicomavis" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2060 FTLT v1.1 | nicomavis" is currently allocated toUPRO, DBMF, TQQQandEDV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2060 FTLT v1.1 | nicomavis" has returned 9.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2060 FTLT v1.1 | nicomavis" is 29.11%. 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 "2060 FTLT v1.1 | nicomavis", 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.