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Symphonies
managed futures RSI sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rotates into the single managed‑futures ETF with the lowest 15‑day RSI (the most recently beaten‑down), aiming for a short‑term bounce. Universe: DBMF, CTA, KMLM, WTMF, FMF.
NutHow it works
Each day it looks at five “managed futures” ETFs (DBMF, CTA, KMLM, WTMF, FMF). These funds use futures to go long/short across commodities, currencies, bonds, and stock indexes. It calculates a 15‑day “recent losses vs gains” score (RSI) for each, picks the lowest (most beaten‑down), and puts the portfolio into that one. If none qualify, it holds cash. Rebalanced daily, so the pick can change often.
CheckmarkValue prop
Low beta (~0.18) and smaller drawdowns (12.2% vs SPY 18.8%), plus diversified managed-futures exposure. Provides downside protection with solid risk-adjusted returns, complementing the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.110.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.53%11.56%-2.64%-1.35%0.71
managed futures RSI sort
134.61%24.3%3.74%13.35%1.92
Initial Investment
$10,000.00
Final Value
$23,460.56
Regulatory Fees
$145.32
Total Slippage
$850.22
Invest in this strategy
OOS Start Date
May 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Managed futures, etf rotation, mean reversion, rsi, multi-asset, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
CTA
Simplify Managed Futures Strategy ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
WTMF
WisdomTree Managed Futures Strategy Fund
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.

"managed futures RSI sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"managed futures RSI sort" is currently allocated toDBMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "managed futures RSI sort" has returned 12.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "managed futures RSI sort" is 12.19%. 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 "managed futures RSI sort", 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.