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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

Aggressive, daily‑rebalanced ruleset that can hide in T‑Bills when volatility spikes. Otherwise it allocates to leveraged tech and a quality stock basket, and flips biotech and emerging‑markets long/short using simple “hot/cold” and trend checks (bonds vs stocks, inflation).
NutHow it works
Daily: 1) If a volatility gauge (VIXM) looks overheated (RSI = a simple 0–100 hot/cold meter), it parks in T‑Bills (BIL). 2) Else it uses inflation expectations (RINF) trend to size risk. 3) It spreads across: a tech booster (TQQQ, 3× Nasdaq‑100), a steady stock basket (LLY, NVO, COST, plus PGR or GE), a biotech switch (LABU long or LABD short), and an EM switch (EDC long or EDZ short). Bond‑vs‑stock strength steers those switches. Note: uses 3× ETFs; very high risk.
CheckmarkValue prop
Out-of-sample near SPY (~19.29% p.a.) with regime-aware tech/quality/biotech/EM tilts and Treasuries hedges during spikes. Diversified exposure offering potential better risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.60.460.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
288.13%13.5%-0.15%0.4%0.8
JRT Foreign Lab Rat
39,197.02%74.71%20%7.61%1.42
Initial Investment
$10,000.00
Final Value
$3,929,702.04
Regulatory Fees
$14,195.23
Total Slippage
$93,925.13
Invest in this strategy
OOS Start Date
Jul 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, leveraged etfs, volatility filter, biotech, emerging markets, quality stocks
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
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
EEM
iShares MSCI Emerging Markets ETF
Stocks
GE
GE Aerospace
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
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.

"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 toLABU, NVO, GE, LLY, EDCandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "JRT Foreign Lab Rat" has returned 26.78%. 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, and options.