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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 annualized return ~72% vs ~22% for the S&P; Calmar ~1.49 indicates strong risk-adjusted upside. Accept higher drawdowns (~49%), but a regime-driven momentum/mean-reversion approach across leveraged ETFs aims for durable long-run outperformance.

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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 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.

"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 toHIBSandSRTY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rate Momentum LABless" has returned 72.31%. 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.