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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 switch between a leveraged bull basket (high‑beta US, gold miners, EM, small‑caps, financials, real estate, biotech) and its inverse, guided by SPY “heat,” a long‑bond check (TMF), and a small‑caps‑vs‑Treasuries race. Very high risk.
NutHow it works
Daily it reads a 'heat' gauge (RSI: 0–100; higher = stronger) to pick one of two baskets. SPY = S&P 500; TMF = 3× long US long‑term Treasuries; IEF = 7–10y Treasuries; IWM = small‑cap stocks. If SPY is very hot, it also checks TMF; combined with who’s stronger (IWM vs IEF), it chooses a leveraged bull basket (HIBL, NUGT, EDC, URTY, TNA, FAS, DRN, LABU) or the matching bear basket (their inverse). If SPY isn’t hot, it just uses IWM vs IEF. About 70–80% is invested; the rest may sit in cash.
CheckmarkValue prop
RSI-driven regime momentum that toggles between levered bull and inverse bear baskets with a cash cushion. In out-of-sample tests it shows positive alpha and solid Calmar (~0.36), offering diversification and potential upside in volatile markets versus SPY.

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Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, rsi filter, leveraged etfs (3x), long/short, daily rebalance, regime filter, sector rotation, high risk
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X Shares
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
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond 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.

"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 toLABU, DRN, NUGT, HIBL, EDC, URTY, FASandTNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rat Pack FTLT" has returned 27.84%. 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, and options.