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Symphonies
Frontrunner: FTXR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, single‑position strategy. It uses a “stretch gauge” on a transportation‑stock ETF to trade only at extremes, then buys yesterday’s biggest loser from a small list of fast‑moving ETFs (energy, bonds, volatility). Otherwise it sits in T‑bills.
NutHow it works
Each day the strategy checks a “stretch gauge” (RSI) on FTXR, a transportation‑stock ETF. - If FTXR looks extremely weak, it buys yesterday’s biggest loser from: long nat gas (BOIL), short long‑term bonds (TMV), long oil (UCO), or short volatility (SVXY). - If FTXR looks extremely strong, it buys yesterday’s biggest loser from: inverse nat gas (KOLD), long bonds (TMF), long oil (UCO), long nat gas (BOIL), or inverse oil (SCO). - Otherwise it holds cash‑like T‑bills (BIL). It holds only one pick at a time and rebalances daily.
CheckmarkValue prop
Out-of-sample, this regime-based, single-position strategy delivers unprecedented risk control vs the S&P 500: max drawdown ~1.1% vs ~18.8%, near-zero beta, and stellar risk-adjusted metrics (Sharpe ~20, Calmar ~384), plus diversification in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.0400.05
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
259.39%14.49%-2.54%-4.14%0.83
Frontrunner: FTXR
204.33%12.49%0.29%0.86%1.01
Initial Investment
$10,000.00
Final Value
$30,433.12
Regulatory Fees
$29.45
Total Slippage
$190.90
Invest in this strategy
OOS Start Date
Nov 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi regime filter, daily mean reversion, leveraged etfs, commodities, treasuries, volatility, tactical, cash/t‑bills
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
FTXR
First Trust Nasdaq Transportation ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
UCO
ProShares Ultra Bloomberg Crude Oil
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.

"Frontrunner: FTXR" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frontrunner: FTXR" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frontrunner: FTXR" has returned 4.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: FTXR" is 0.01%. 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 "Frontrunner: FTXR", 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.