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Symphonies
Double Relative Strength Momentum
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly momentum that builds six ETF baskets and buys the two with the best ~3‑month gains, splitting 50/50. Inside each basket, steadier ETFs get larger weights. It can rotate among stocks, bonds, metals, and even 2x/3x growth funds.
NutHow it works
Each month: - Build 6 baskets: US stocks (VOO/VTI/VXUS/VT); Treasuries (SHY/IEF/TLT/SCHP); leveraged growth (TQQQ/UPRO/TECL/semis 2x); precious metals (GLD/SLV/GLTR/DBP); low-vol US stocks (SPLV/USMV/XRLV/LGLV); 2x growth (QLD/SSO/ROM/LTL). - Inside each basket, give bigger weights to steadier ETFs. - Look back ~3 months; buy the two baskets with the best returns, 50/50. Rebalance monthly. Can own volatile leveraged funds when they lead.
CheckmarkValue prop
Out-of-sample Sharpe ~5.86 vs ~1.42 for the S&P, with a Calmar edge and stronger risk-adjusted gains. A monthly six-sleeve momentum strategy rotates among leaders (bonds, equities, metals) to deliver superior long-run performance vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.781.580.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1.72%7.16%-0.5%1.72%0.71
Double Relative Strength Momentum
20.92%122.11%-4.28%20.92%2.34
Initial Investment
$10,000.00
Final Value
$12,092.47
Regulatory Fees
$0.22
Total Slippage
$2.15
Invest in this strategy
OOS Start Date
Nov 27, 2025
Trading Setting
Monthly
Type
Stocks
Category
Momentum, relative strength, tactical asset allocation, monthly rebalance, inverse-vol weighting, leveraged etfs, multi-asset
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
DBP
Invesco DB Precious Metals Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LGLV
State Street SPDR US Large Cap Low Volatility Index ETF
Stocks
LTL
ProShares Ultra Communication Services
Stocks
QLD
ProShares Ultra QQQ
Stocks
ROM
ProShares Ultra Technology
Stocks
SCHP
Schwab U.S. TIPS ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

"Double Relative Strength Momentum" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Double Relative Strength Momentum" is currently allocated toVXUS, GLTR, VOO, VTI, VT, SLV, GLDandDBP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Double Relative Strength Momentum" has returned 104.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Double Relative Strength Momentum" is 14.17%. 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 "Double Relative Strength Momentum", 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.