Skip to Content
Symphonies
JRT FTLT
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical plan: hedge with VIX when stocks get overheated, own quality stocks in normal uptrends, rotate to inverse ETFs/bonds/cash in downtrends, and buy sharp tech dips. Signals blend a short‑term “heat” gauge (RSI) with long‑term trend tests.
NutHow it works
Each day it asks: Are stocks “hot”? It uses RSI (a 0–100 heat gauge; high=stretched up, low=stretched down). If very hot, it buys VIX funds (UVXY/VIXY/VIXM) that tend to jump when fear rises, sizing from mild to strong. If not: long‑term trend and sharp‑drop tests steer it—hold a quality stock basket (LLY, NVO, COST, PGR/GE) in uptrends; use inverse ETFs/bonds/cash in downtrends; and buy deep tech dips (TQQQ/SPXL/TECL/SOXL). It may also use gold/silver/commodities.
CheckmarkValue prop
Out-of-sample, this strategy targets stronger long-term growth than the S&P: about 21.6% annualized vs 17.5%, with a Calmar ~0.71 thanks to built-in volatility hedges and tactical rotations. Higher upside, but larger drawdowns in stressed markets.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, leveraged/inverse etfs, trend and mean reversion, commodities, bonds, gold/silver
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
GE
GE Aerospace
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
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 FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"JRT FTLT" is currently allocated toNVO, GE, LLYandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "JRT FTLT" has returned 12.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "JRT FTLT" is 30.46%. 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 FTLT", 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.