Skip to Content
Symphonies
Rate Momentum
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based rotation using RSI to judge stock vs bond strength, then holds two leveraged ETFs: chase winners only when stocks and long bonds are both strong; otherwise buy laggards (bull or bear) for a potential bounce. ~90% invested.
NutHow it works
Daily, it checks short‑term momentum (RSI = 0–100 “recent buying strength”) on: SPY (S&P 500), TMF (3x long 20+yr Treasuries), IWM (small‑caps), IEF (7–10yr Treasuries). If SPY and TMF are strong and stocks beat bonds, it buys the 2 recent winners from 2x/3x bull funds. Otherwise, it buys the 2 recent laggards (bull or bear) aiming for rebounds. ~90% invested, rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 47.7% annualized return vs 23.2% for the S&P, with ~90% allocated to leveraged ETFs. Higher upside in trending markets; disciplined risk controls. Note larger drawdowns (~48% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.320.70.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
142.1%15.75%1.36%5.73%0.81
Rate Momentum
112,944.76%220.04%8.66%40.99%1.95
Initial Investment
$10,000.00
Final Value
$11,304,475.92
Regulatory Fees
$58,983.06
Total Slippage
$397,273.18
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, mean reversion, leveraged etfs (2x/3x), risk-on/off filter, rsi-based, daily rebalance
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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Rate Momentum" has returned 47.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rate Momentum" is 48.25%. 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", 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.