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

About

Daily regime switcher using leveraged ETFs. If trends look strong, it buys the 2 strongest funds; otherwise it buys the 2 weakest for a bounce. A bonds‑vs‑small‑caps test chooses bullish vs bearish exposure. Equal‑weight. Very high risk.
NutHow it works
Each day it scores markets on a 0–100 “heat” scale (RSI). If US stocks are very hot and long Treasuries are also strong, it rides the trend and buys the 2 strongest funds. Otherwise it bets on a rebound and buys the 2 weakest. A bonds‑vs‑small‑caps check flips between bullish and bearish leveraged ETFs. Split 50/50. Very high risk.
CheckmarkValue prop
Out-of-sample shows ~41.9% annualized return vs SPY's ~21.3%, with Calmar ~0.86 and Sharpe ~0.88. Higher max drawdown (~48–49%) but potential for ~2x market upside via disciplined leveraged regime switching.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.90.740.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
145.4%15.69%2.19%5.01%0.81
Rate Momentum LABless
11,432.78%116.17%-24.13%-2.8%1.45
Initial Investment
$10,000.00
Final Value
$1,153,277.87
Regulatory Fees
$8,669.85
Total Slippage
$51,663.91
Invest in this strategy
OOS Start Date
Jan 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, mean reversion, risk-on/risk-off, leveraged etfs, sector rotation, daily rebalancing
Tickers in this symphonyThis symphony trades 18 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.

"Rate Momentum LABless" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rate Momentum LABless" is currently allocated toDRVandTZA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rate Momentum LABless" has returned 41.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rate Momentum LABless" is 48.62%. 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 "Rate Momentum LABless", 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.