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Symphonies
Just Run This FTLT (All Markets)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily U.S. index mix (SPY 35%, QQQ 30%, DIA 20%, IWM 15%) that rides uptrends, hedges overheated conditions with VIXY, and in downtrends either takes brief 3× oversold bounces or parks defensively in BTAL.
NutHow it works
Daily it splits money: SPY 35%, QQQ 30%, DIA 20%, IWM 15%. For each slice: - If price > its 200‑day avg (uptrend) but a 10‑day “heat gauge” (RSI) is very high in key indexes/sectors, it switches to VIXY (a volatility hedge). Else it holds the index. - If price ≤ 200‑day: if RSI is very low (oversold), it tries a quick bounce with a 3× fund (UPRO/URTY/TECL/UDOW); otherwise it holds the index only if > 30‑day avg, or uses BTAL (defensive).
CheckmarkValue prop
Out-of-sample edge: annualized return ~50% vs SPY ~18%, Sharpe ~1.22 vs ~1.04, Calmar ~2.24. A diversified, rules-based mix (trend, mean-reversion, volatility hedges) aimed at bigger upside with disciplined risk—accept occasional drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.610.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
653.72%15.01%-0.15%0.4%0.91
Just Run This FTLT (All Markets)
139,121.48%65.08%2.25%6.56%1.86
Initial Investment
$10,000.00
Final Value
$13,922,148.00
Regulatory Fees
$25,426.30
Total Slippage
$173,443.91
Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean-reversion, volatility-hedging, tactical u.s. equities, dynamic allocation, daily rebalancing
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
IWM
iShares Russell 2000 ETF
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"Just Run This FTLT (All Markets)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Just Run This FTLT (All Markets)" is currently allocated toQQQ, SPY, DIAandIWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Just Run This FTLT (All Markets)" has returned 53.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Just Run This FTLT (All Markets)" is 22.46%. 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 "Just Run This FTLT (All Markets)", 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.