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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 sector-rotation that picks the 6 strongest themes and then uses simple risk-on/off checks to choose either a leveraged bull or bear ETF for each. High-octane, fast-moving, and refreshed every day.
NutHow it works
Each day it picks the 6 themes that have trended up the most over the last ~3 months (tech, small caps, gold miners, biotech, banks, real estate, etc.). For each picked theme it decides to go long (bull) or short (bear) using three quick checks: is the S&P 500 very hot now, are long-term bonds strong, and are small caps beating safe bonds lately? If risk looks "on," it buys the bull ETF; if not, it buys the bear ETF. Positions are sized roughly evenly and refreshed daily.
CheckmarkValue prop
Diversified, daily momentum rotation across 6 themes with risk-on/off hedges. Out-of-sample: ~18.5% annualized return, Calmar ~0.40, Sharpe ~0.59. Offers regime-aware growth and broader exposure beyond SPY, though it can show larger drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.250.340.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
204.36%20.47%-1.77%0.2%1.1
Rat Pack Momentum
86,478.44%210.11%-0.15%-8.63%2.15
Initial Investment
$10,000.00
Final Value
$8,657,843.53
Regulatory Fees
$30,251.20
Total Slippage
$202,564.38
Invest in this strategy
OOS Start Date
Jan 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,momentum,sector rotation,long/short,risk-on/risk-off,daily rebalance
Tickers in this symphonyThis symphony trades 26 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 Momentum" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rat Pack Momentum" is currently allocated toLABU, NUGT, TECL, TQQQ, HIBLandJNUG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rat Pack Momentum" has returned 26.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rat Pack Momentum" is 46.02%. 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, and options.