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Symphonies
JRT Foreign Lab Rat
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based mix that hides in T‑Bills if fear spikes, then tilts among 3x Nasdaq, a low‑vol basket of quality stocks, and long/short 3x biotech and emerging markets using simple trend and short‑term strength checks.
NutHow it works
Daily rules: (1) If the market’s “fear gauge” (VIXM) looks overheated, hold BIL (T‑Bills). (2) Otherwise, if inflation expectations (RINF) trend up, use a risk‑on mix: 3x Nasdaq (TQQQ), a low‑vol basket (LLY, NVO, COST, plus PGR or GE), a 3x biotech flip (LABU/LABD) decided by recent bond vs small‑cap strength with a TMF check, and a 3x EM flip (EDC/EDZ) gated by EEM’s long‑term trend. In risk‑off, size these more conservatively. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: 25.2% annualized return vs SPY’s 19.7%, with beta ~0.59 and Calmar ~0.93. Built-in risk-off hedges plus regime-driven upside offer diversification and higher potential returns, though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.610.450.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
286.57%13.79%1.36%5.73%0.81
JRT Foreign Lab Rat
36,997.72%75.97%-7.51%8.17%1.43
Initial Investment
$10,000.00
Final Value
$3,709,771.59
Regulatory Fees
$12,974.03
Total Slippage
$85,791.76
Invest in this strategy
OOS Start Date
Jul 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Rules-based,risk-on/risk-off,leveraged etfs,volatility filter,inflation trend,biotech long/short,nasdaq tilt,emerging markets,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.

"JRT Foreign Lab Rat" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"JRT Foreign Lab Rat" is currently allocated toNVO, GE, TQQQ, LLY, EDZ, LABDandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "JRT Foreign Lab Rat" has returned 25.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "JRT Foreign Lab Rat" is 27.14%. 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 "JRT Foreign Lab Rat", 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.