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Symphonies
Foreign Rat FTLT Dynamic Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, momentum-driven switch between 3× long or 3× short emerging markets. It compares stock vs bond strength, chooses the best of two signal pairs, and uses S&P 500 and long‑bond checks to adjust or flip the call. Roughly 70% invested, 30% cash.
NutHow it works
Each day it checks which looks stronger lately: US stocks or US bonds. It does this using RSI, a 0–100 gauge of recent price strength. It runs two versions (small-caps vs Treasuries, and Nasdaq vs bonds) and picks the one that worked best over ~90 days. If stocks look stronger, it buys EDC (3× long emerging markets); if bonds look stronger, it buys EDZ (3× short EM). When the S&P 500 is very hot, it also checks long‑term Treasuries and may flip that signal. About 70% is invested; the rest stays in cash.
CheckmarkValue prop
Out-of-sample momentum strategy: ~66.5% annualized return, 1.27 Sharpe, Calmar 1.47, beta ~0.76 vs SPY. Roughly 72% invested with cash cushion. Potentially far higher upside than SPY—yet larger drawdowns (~45%) when markets turn.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.610.960.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
784.59%14.29%2.19%5.01%0.87
Foreign Rat FTLT Dynamic Sort
915,548.14%74.9%12.72%38.13%1.22
Initial Investment
$10,000.00
Final Value
$91,564,813.59
Regulatory Fees
$161,903.87
Total Slippage
$1,154,184.52
Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, rsi, momentum, risk-on/off, emerging markets, leveraged etfs, daily rebalancing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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.

"Foreign Rat FTLT Dynamic Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Foreign Rat FTLT Dynamic Sort" is currently allocated toEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Foreign Rat FTLT Dynamic Sort" has returned 66.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Foreign Rat FTLT Dynamic Sort" is 45.15%. 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 "Foreign Rat FTLT Dynamic Sort", 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, crypto, and options.