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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

All-or-nothing switch between SPY (U.S. stocks) and DBMF (managed futures) using momentum: if SPY’s 20‑day RSI beats DBMF’s 10‑day RSI, hold SPY; otherwise hold DBMF. Seeks stock upside in bull runs and trend-following defense in stress.
NutHow it works
Switches 100% between two ETFs: - SPY: owns the 500 biggest U.S. stocks. - DBMF: a managed‑futures fund that follows trends across stocks, bonds, commodities, and currencies; it can go up when stocks fall. It computes a simple momentum score (RSI, a 0–100 gauge of recent price strength) for SPY over 20 days and for DBMF over 10 days. If SPY’s score is higher, own SPY; otherwise own DBMF. Trades only when the leader flips.
CheckmarkValue prop
Simple 100% SPY/DBMF rotation uses RSI momentum to chase stocks or ride trends. It adds diversification and disciplined risk management, complementing the S&P 500 with non-correlated exposure during turning points.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.430.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
160%15.08%-1.77%0.2%0.81
DBMF RSI
200.8%17.58%-0.59%6.21%1.14
Initial Investment
$10,000.00
Final Value
$30,080.14
Regulatory Fees
$136.83
Total Slippage
$857.04
Invest in this strategy
OOS Start Date
Mar 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, momentum, trend-following, managed futures, equities, risk-on/risk-off
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 11.45%. 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.