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

About

A simple momentum switch: hold SPY (U.S. stocks) when its 20‑day RSI score beats DBMF’s 10‑day RSI score; otherwise hold DBMF (managed futures). Always 100% in the stronger one.
NutHow it works
It always owns just one fund. It compares recent strength using an RSI score (a 0–100 gauge of how strongly prices have been rising vs falling). It looks at SPY (S&P 500 stocks) over ~20 trading days and DBMF (a managed‑futures ETF) over ~10. If SPY’s score is higher, it holds SPY; otherwise it holds DBMF. It switches only when that comparison flips.
CheckmarkValue prop
Adds macro diversification and lower equity beta to your portfolio. Our regime-switch strategy rides SPY in strong uptrends and DBMF in macro trends, delivering an out-of-sample Sharpe ≈0.87 with ~0.75 SPX beta—improving risk-adjusted diversification versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.430.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
167.22%15.71%1.75%5.97%0.83
DBMF RSI
210.5%18.32%5.77%10.05%1.18
Initial Investment
$10,000.00
Final Value
$31,049.79
Regulatory Fees
$133.08
Total Slippage
$832.81
Invest in this strategy
OOS Start Date
Mar 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, rsi, tactical allocation, managed futures, trend-following, regime switching
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

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

"DBMF RSI" is currently allocated toDBMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "DBMF RSI" has returned 13.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "DBMF RSI" is 23.54%. 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 "DBMF RSI", 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.