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Symphonies
FTLT Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based strategy that reads TQQQ’s trend and momentum to switch among index ETFs, hedge with VIX when overheated, and use inverse ETFs when trends turn down. It picks up to five positions and sizes them by risk.
NutHow it works
It uses TQQQ (a fast‑moving Nasdaq‑100 fund) as a market thermometer. If TQQQ is above its 50/100/200/400‑day averages, it’s risk‑on; if below, risk‑off. RSI flags “too hot” (then hedge with VIX funds) or “too cold” (then buy). Short‑term trend breaks flip to inverse ETFs. It holds up to 5 funds, weights safer ones more, and rebalances daily.
CheckmarkValue prop
Out-of-sample: 30.1% annualized return, Sharpe 1.21, Calmar 2.74, max drawdown 11%. S&P 500: ~17.7% return, ~18.8% drawdown, Sharpe ~0.97. Higher upside with disciplined risk management.

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Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, rsi/momentum, moving averages, long/short, leveraged etfs, volatility hedge
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"FTLT Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FTLT Portfolio" is currently allocated toTYD, TMF, UMDD, UBTandTNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FTLT Portfolio" has returned 30.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FTLT Portfolio" is 10.99%. 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 "FTLT Portfolio", 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.