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Symphonies
Russell Rat FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical bet on US small‑caps using 3x ETFs. It compares short‑term strength of small‑caps (IWM) vs Treasuries (IEF) and flips between long (URTY) and short (SRTY), with a special trend‑following mode only when SPY and long Treasuries are both strong.
NutHow it works
Each day it picks one position. RSI is a short‑term “strength meter” (0–100). - If SPY (big US stocks) looks very hot and TMF (3x long Treasuries) is also strong, it follows the trend: long URTY (3x small‑caps) if IWM (small‑caps) is stronger than IEF (7–10yr Treasuries); else short via SRTY. - Otherwise it does the opposite (a fade). About 70–80% goes into that one 3x ETF; the rest stays in cash.
CheckmarkValue prop
Regime-driven, 3x leveraged small-cap strategy with a cash buffer. Aims to diversify beyond the S&P 500 by capturing regime-led small-cap moves; however, out-of-sample results show higher risk and modest upside, so best as a satellite to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.31.150.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
777.8%14.4%6.16%5.09%0.87
Russell Rat FTLT
4,954.35%27.49%-9.65%-1.73%0.7
Initial Investment
$10,000.00
Final Value
$505,435.35
Regulatory Fees
$1,806.99
Total Slippage
$11,680.74
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi-based, tactical allocation, small-cap (russell 2000), leveraged etfs, long/short, regime filter, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SRTY
ProShares UltraPro Short Russell2000
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
URTY
ProShares UltraPro Russell2000
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.

"Russell Rat FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Russell Rat FTLT" is currently allocated toSRTY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Russell Rat FTLT" has returned 1.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Russell Rat FTLT" is 60.50%. 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 "Russell Rat FTLT", 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.