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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

Daily tactical strategy that hedges when markets look overheated, rides tech-led strength and buys dips otherwise, and uses crash detectors to rotate into Treasuries, cash-like T‑bills, or mild shorts. Mix includes VIX, gold/silver/commodities, and a steady stock basket.
NutHow it works
Daily it checks how “hot” or “cold” markets are (RSI = a heat score from recent moves) and the trend. - Too hot: hedge with “fear” funds (UVXY/VIXY/VIXM that rise when volatility spikes) or gold/silver/commodities (GLD/SLV/DBC). - Not hot: ride strength and buy dips using 3x tech/S&P funds (e.g., TQQQ, SPXL). After sharp drops or downtrends it shifts to Treasuries (TMF), cash‑like bills (BIL), or mild shorts (PSQ/SH). When calm, it holds steady growers (LLY/NVO/COST + PGR or GE).
CheckmarkValue prop
Out-of-sample edge: ~21.6% annualized return vs S&P 17.5%, with dynamic hedging and regime shifts designed to protect in crises while capturing tech-led rallies. Higher drawdowns (~30%), but compelling risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.860.240.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
JRT FTLT
17,948,338.55%131.87%-8.31%-3.1%2.53
Initial Investment
$10,000.00
Final Value
$1,794,843,854.74
Regulatory Fees
$5,989,049.03
Total Slippage
$43,017,245.55
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily tactical allocation, rsi-based, volatility hedging (vix), leveraged etfs, trend + mean reversion, multi-asset, crash protection
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 16.92%. 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.