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Symphonies
FTLT | Volatility Weighted
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk‑managed tactical plan: park most cash in T‑Bills and add a small, size‑capped slice of leveraged tech/market ETFs on dips; switch that slice to volatility, inverse Nasdaq, or long Treasuries when markets look overheated or the trend is weak.
NutHow it works
Daily checks trend and “temperature.” Trend: is SPY above its 200‑day average? Temperature: RSI (10‑day), a 0–100 heat meter (high=hot, low=cold). Keeps most money in T‑Bills (SHV). Small, risk‑capped slice goes to: TQQQ/TECL/UPRO=3x tech/market on dips; UVXY=volatility, SQQQ=−3x Nasdaq, or TLT=long Treasuries when overheated/weak. Sizing targets ~1% risk from the risky slice.
CheckmarkValue prop
Out-of-sample edge: ~26.6% annual return with ~14.6% max drawdown vs SPY's ~18.8% drawdown and 20.1% return. Sharpe ~1.36, Calmar ~1.82—better risk-adjusted growth from daily risk-managed cash and small hedged bets on dips.

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Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,trend filter,leveraged etfs,volatility hedge,risk-managed,daily rebalance
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 | Volatility Weighted" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FTLT | Volatility Weighted" is currently allocated toSHVandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FTLT | Volatility Weighted" has returned 26.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FTLT | Volatility Weighted" is 14.59%. 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 | Volatility Weighted", 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.