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

About

Daily, mostly all-in bet on Emerging Markets via 3x ETFs: long (EDC) or short (EDZ). It compares US bonds vs stocks with an RSI strength score, uses S&P 500 and long-Treasury checks to set the regime, picks the better-performing model over 90 days, and leaves a cash buffer.
NutHow it works
What it holds: usually ~70% in one ETF, EDC (3x long EM) or EDZ (3x short EM); the rest in cash. Signals explained: RSI = 0–100 recent-strength score (~70=hot). SPY=S&P 500, IEF=7–10Y Treasuries, IWM=small-caps, BND=US bonds, QQQ=Nasdaq-100, TMF=3x long 20+Y Treasuries. Process: It picks the better of two models (IEF vs IWM or BND vs QQQ) based on last 90d. If SPY is very hot and TMF strong, stocks>bond strength → go 3x long EM; else go 3x short. In other cases, it flips: bonds>stocks → go 3x long EM. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.40, Calmar ~1.71, annualized ~77% vs S&P ~22%. EM rotation with a cash buffer aims for higher risk-adjusted upside, while accepting larger drawdowns in bad markets.

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Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, leveraged etfs, tactical rotation, rsi, relative strength, 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 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
State Street 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 toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Foreign Rat FTLT Dynamic Sort" has returned 71.84%. 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.