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

About

A daily, rules-based small-cap strategy. It flips among 3x long/short small caps (TNA/TZA), long Treasuries (TMF), or gold/short mix (GLD+RWM) using an inflation trend filter (RINF), short-term momentum (RSI), and the 200‑day trend of IWM.
NutHow it works
It trades small U.S. stocks (Russell 2000 via IWM). Tools it may hold: TNA (3x up), TZA (3x down), TMF (3x long Treasuries), RWM (−1x small caps), GLD (gold). Regime: if RINF (an inflation gauge) is above its 200‑day average, treat inflation as rising. Then use RSI (a 0–100 “speedometer” of recent moves) on IWM to buy dips (low RSI), fade extremes (very high RSI), or sit in Treasuries. If trend is weak (IWM below 200‑day), split RWM+GLD. It also checks whether bonds (BND) or big tech (QQQ) have stronger recent momentum to adjust tilt.
CheckmarkValue prop
Outperform the S&P with a rule-based small-cap rotation: ~38% annualized out-of-sample return and ~0.91 Sharpe. Inflation-aware hedges (bonds, gold) help in downturns, but beware ~55% drawdowns in stressed markets.

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Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical small-cap rotation, rsi/momentum, trend filter, inflation regime, leveraged etfs, defensive (treasuries/gold)
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RINF
ProShares Inflation Expectations ETF
Stocks
RWM
ProShares Short Russell2000
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TNA
Direxion Daily Small Cap Bull 3x ETF
Stocks
TZA
Direxion Daily Small Cap Bear 3x 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.

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

"RussellMania" is currently allocated toIWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RussellMania" has returned 32.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RussellMania" is 55.58%. 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 "RussellMania", 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.