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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, it flips between bullish or inverse 3x sector ETFs using RSI “heat” of stocks and bonds, then buys either recent winners (trend) or recent losers (rebound) across small‑caps, financials, real estate, EM, and gold miners.
NutHow it works
Rebalances daily; holds 2 leveraged ETFs. It gauges “heat” (RSI: 0–100 score of recent gains vs losses). If SPY (S&P 500) RSI>71 and TMF (3x long 20yr Treasuries) is strong, it trend‑follows: buys the 2 best 4‑day performers. Otherwise it mean‑reverts: buys the 2 worst. A bonds (IEF, 7–10yr Treasuries) vs small‑caps (IWM) RSI test chooses bullish or inverse ETFs. Universe: high‑beta US stocks, small‑caps, financials, real estate, EM, and gold miners (and their inverse).
CheckmarkValue prop
Out-of-sample, this tactical strategy targets ~38.5% annualized return vs ~21.4% for the S&P by rotating levered sector ETFs on regime shifts. Higher drawdowns, but potential for substantially larger upside in favorable markets.

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Invest in this strategy
OOS Start Date
Jan 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged equity sector etfs, momentum and mean-reversion, daily rebalance, risk-on/off via rsi of bonds vs small-caps
Tickers in this symphonyThis symphony trades 18 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.

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

Year-to-date, "Rate Momentum LABless" has returned 49.82%. 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, and options.