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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

Rules‑based, daily momentum strategy. It uses RSI “heat scores” on SPY, long Treasurys, and bonds vs small caps to switch between equal‑weighted baskets of 2–3x bullish or bearish ETFs across small caps, financials, real estate, biotech, EM, and gold miners.
NutHow it works
Daily, it checks quick “heat scores” (RSI: 0–100; higher=recently stronger, 70+=very hot) on a few yardsticks. If the S&P 500 (SPY) is very hot, it also looks at long‑Treasury momentum (TMF). It then compares bonds (IEF) vs small caps (IWM). If risk‑on, it equally buys 8 leveraged bullish ETFs; if risk‑off, the matching bearish ETFs (small caps, financials, real estate, biotech, EM, gold miners). Rebalances daily; keeps some cash aside; very volatile.
CheckmarkValue prop
Dynamic cross-asset momentum fund using daily signals to switch among 8 leveraged ETFs with a cash buffer. Out-of-sample return ~17.7% annually, beta ~0.89 to SPY, offering diversification and risk-adjusted growth when SPY stalls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.80.860.080.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
138.7%14.73%-1.77%0.2%0.78
Rat Pack FTLT
10,995.3%110.34%-2.79%-7.87%1.53
Initial Investment
$10,000.00
Final Value
$1,109,529.50
Regulatory Fees
$3,013.41
Total Slippage
$18,494.23
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, leveraged etfs, long/short, daily rebalancing, cross-asset signals, sector rotation
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
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 26.40%. 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.