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

About

Daily momentum rotation that picks 6 strong themes and goes long or short them with leveraged ETFs based on a simple risk gauge comparing small‑cap stocks to Treasury bonds (with a tweak when stocks and bonds are very strong). Keeps a cash cushion.
NutHow it works
Each day it ranks 11 themes (tech, banks, real estate, biotech, gold miners, small‑caps, emerging markets, etc.) by ~3‑month gains and picks the top 6. For each, it chooses a bull or bear leveraged ETF using two “thermometers”: are stocks unusually hot, and are small‑caps beating Treasury bonds? It invests ~72% of each slice (rest cash), checks daily, and aims to hold ~15 days.
CheckmarkValue prop
Out-of-sample edge: ~37.4% annualized return vs SPY ~21.9%, plus alpha and diversified momentum across 11 themes. Cash cushion + daily rotation target higher upside while acknowledging larger drawdowns than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.330.320.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
209.62%21.92%1.36%5.73%1.15
Rat Pack Momentum
94,425.02%232.51%12.12%44.34%2.24
Initial Investment
$10,000.00
Final Value
$9,452,501.79
Regulatory Fees
$27,677.41
Total Slippage
$184,164.06
Invest in this strategy
OOS Start Date
Jan 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation,tactical sector allocation,leveraged etfs,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 Momentum" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rat Pack Momentum" is currently allocated toTECS, HIBS, JDST, SRTY, DUSTandTZA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rat Pack Momentum" has returned 37.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rat Pack Momentum" is 46.03%. 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 Momentum", 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.