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Symphonies
Modified Foreign Rat
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rotates among 3x Nasdaq tech (TQQQ), cash/hedges during panics, and a 3x Emerging Markets bull/bear trade (EDC/EDZ) when fear is low. Choices are driven by trend, drawdown, and short‑term strength/weakness signals.
NutHow it works
First it asks: is market fear spiking (via a volatility fund)? - If fear is high: if the 3x Nasdaq tech fund (TQQQ) looks overheated, move to cash/hedges (T‑bills, volatility, anti‑beta). If it just plunged, sometimes buy for a short bounce; otherwise stay defensive. If trend is fine, own TQQQ. - If fear is not high: trade Emerging Markets with 3x bull (EDC) or 3x bear (EDZ) based on long‑term trend and a quick bonds‑vs‑stocks strength check.
CheckmarkValue prop
Out-of-sample Sharpe 2.16 and Calmar 4.75 signal superior risk-adjusted returns vs. the S&P. A regime-switching, 3x levered tech/EM strategy with hedges aims for higher upside and disciplined risk, though leverage can produce larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.760.850.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
660.9%15.23%2.19%5.01%0.92
Modified Foreign Rat
3,133,192.26%106.07%10.31%32.99%1.52
Initial Investment
$10,000.00
Final Value
$313,329,226.00
Regulatory Fees
$472,139.76
Total Slippage
$3,380,399.23
Invest in this strategy
OOS Start Date
Jan 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility regime, leveraged etfs, mean reversion, trend following, emerging markets, hedged/cash, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Modified Foreign Rat" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Modified Foreign Rat" is currently allocated toEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Modified Foreign Rat" has returned 172.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Modified Foreign Rat" is 36.40%. 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 "Modified Foreign Rat", 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.