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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

A daily momentum strategy that flips between leveraged bull and inverse ETFs by theme. It gauges short‑term market “heat” (RSI) using stocks vs bonds, then owns the six strongest themes. Very aggressive; designed for fast swings, not buy‑and‑hold.
NutHow it works
Each day it looks at 11 themes (tech, small caps, banks, real estate, biotech, gold miners, emerging mkts, high‑beta, Nasdaq). For each theme it picks the 2x/3x bull or the inverse ETF using short‑term “heat” scores (RSI: 0–100) of stocks vs bonds (SPY, IEF, IWM, TMF). Then it owns the 6 best‑performing themes equally.
CheckmarkValue prop
Diversified daily momentum across 11 themes seeks upside in trending markets. Out-of-sample shows ~18.5% annualized return with positive risk-adjusted performance and beta near 1, offering diversification vs the S&P—yet expect higher drawdowns in stressed periods.
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
210.87%21.04%-0.15%0.4%1.13
Rat Pack Momentum
83,491.2%210.39%8.51%-11.42%2.15
Initial Investment
$10,000.00
Final Value
$8,359,120.47
Regulatory Fees
$29,661.58
Total Slippage
$198,476.63
Invest in this strategy
OOS Start Date
Jan 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, leveraged etfs, long/short, sector rotation, tactical, daily rebalance, high risk
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 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 25.15%. 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.