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

About

A daily, momentum‑driven long/short switch that puts ~72% into 8 leveraged sector ETFs (or their inverse) and ~28% in cash. It uses RSI on SPY, Treasuries (IEF/TMF), and small‑caps (IWM) to decide risk‑on vs risk‑off. Very high volatility and risk.
NutHow it works
It rebalances daily, keeping about 28% in cash. It scores momentum with RSI (a simple “hot/cold” 0–100 gauge) on SPY (S&P 500), IEF (7–10yr Treasuries), IWM (small caps), and TMF (3x long bonds). Those readings flip the portfolio between 8 leveraged bull ETFs—or their inverse bear versions—split evenly. When SPY is very hot, it adds a TMF check and then uses whether small‑caps (IWM) are stronger than Treasuries (IEF) to decide long vs short; otherwise it uses IEF vs IWM directly. Targets high‑beta S&P, gold miners, EM, small‑caps, financials, real estate, biotech.
CheckmarkValue prop
Out-of-sample: 35.3% annualized return vs SPY’s 23.2%, using a momentum-driven long/short across 8 levered ETFs with ~28% cash. Seeks bigger upside in trends with built-in risk controls—though drawdowns can be higher in chop.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.840.810.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
142.82%15.77%1.36%5.73%0.81
Rat Pack FTLT
10,666.91%116.45%6.39%42.2%1.55
Initial Investment
$10,000.00
Final Value
$1,076,691.37
Regulatory Fees
$2,529.36
Total Slippage
$15,210.88
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum,risk-on/risk-off,leveraged etfs,trend following,long/short,daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"Rat Pack FTLT" is currently allocated toDRV, HIBS, FAZ, EDZ, SRTY, DUST, LABDandTZA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rat Pack FTLT" has returned 35.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rat Pack FTLT" is 49.16%. 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 "Rat Pack 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.