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

About

A daily, rule‑driven tactician: it fades overheated markets with VIX ETFs or commodities, defends after sharp drops, and otherwise follows the trend—rotating among leveraged equity/bond funds, a quality stock basket, inverse ETFs, and cash.
NutHow it works
Daily it asks: Is the market “hot”? RSI is a 0–100 heat meter; 70+ = hot, 30− = cold. If very hot, it fades risk with volatility funds (UVXY/VIXY/VIXM) or commodities (GLD/SLV/DBC). If there’s a fast drop, it also goes defensive. Otherwise it uses a 200‑day trend filter: in uptrends hold strong leveraged equity/bond funds or a steady stock basket (LLY, NVO, COST, PGR/GE). In downtrends use inverse funds, bonds, cash, or buy steep dips.
CheckmarkValue prop
Out-of-sample, this strategy targets higher growth: ~24.6% annualized return vs ~17.4% for the S&P 500, with disciplined risk controls (Calmar ≈0.81). Note larger drawdowns (~30%) and higher volatility in stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.880.240.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.37%15.63%2.19%5.01%0.95
JRT FTLT
19,830,281.92%135.25%5.35%3.91%2.57
Initial Investment
$10,000.00
Final Value
$1,983,038,191.95
Regulatory Fees
$5,387,937.69
Total Slippage
$38,694,994.65
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend + mean reversion, volatility hedging, leveraged/inverse etfs, daily rebalance
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 Shares
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 24.64%. 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, crypto, and options.