Skip to Content
Symphonies
Foreign Rat FTLT Dynamic Sort
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily momentum strategy that flips between 3x long (EDC) or 3x short (EDZ) Emerging Markets using stock‑vs‑bond signals (IEF–IWM or BND–QQQ) plus a TMF regime check, picking the better cue over 90 days and usually keeping a cash buffer.
NutHow it works
Each day it chooses between two cues—bonds vs small‑caps (IEF vs IWM) or bonds vs Nasdaq (BND vs QQQ)—whichever worked better over 90 days. RSI = a 0–100 short‑term momentum score; higher = stronger. If S&P 500 (SPY) RSI is very high, it also checks long Treasuries (TMF) RSI to flip the cue. The cue says risk‑on or risk‑off: risk‑on buys EDC (3x EM stocks), risk‑off buys EDZ (3x inverse EM). It typically keeps a cash buffer. 3x funds are very volatile.
CheckmarkValue prop
Dynamic 3x EM momentum offers stronger risk-adjusted upside vs SPY: out-of-sample return ~77%/yr, Sharpe ~1.40, Calmar ~1.71, beta ~0.76 with a cash cushion. Higher upside with disciplined risk vs the S&P, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.620.970.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
757.9%13.93%-1.77%0.2%0.85
Foreign Rat FTLT Dynamic Sort
1,003,331.63%74.93%-13.69%26.37%1.22
Initial Investment
$10,000.00
Final Value
$100,343,163.41
Regulatory Fees
$185,293.88
Total Slippage
$1,321,959.94
Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, emerging markets, leveraged etfs, long/short, risk-on/off, daily rebalanced
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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.

"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 67.28%. 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, and options.