Skip to Content
Symphonies
RussellMania
Today’s Change
—

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

About

A daily, regime‑aware small‑cap timer. It reads inflation trend (RINF), bond‑vs‑tech momentum (BND vs QQQ), and small‑cap heat/trend (IWM RSI and 200‑day) to switch among 3x long/short small‑caps (TNA/TZA), plain IWM, inverse RWM, 3x Treasuries (TMF), or gold (GLD).
NutHow it works
Each day it: 1) Checks inflation trend: RINF above its 200‑day average? If yes, use an extra check (are bonds, BND, stronger than big tech, QQQ?). 2) Uses a “heat gauge” (RSI: 0–100; high=hot/overbought, low=cold/oversold) on IWM (US small‑caps) and a 200‑day trend line to pick: - TNA/TZA (3x up/down small‑caps), IWM, RWM (inverse small‑caps), TMF (3x Treasuries), or GLD (gold).
CheckmarkValue prop
Out-of-sample edge: ~37.6% annualized return with ~0.91 Sharpe and ~55% max drawdown, versus the S&P. A regime-driven small-cap strategy designed to outperform on risk-adjusted basis, but with higher volatility—risk controls essential.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, momentum/rsi, small-cap (russell 2000), leveraged etfs, inflation regime, risk-on/off
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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TNA
Direxion Daily Small Cap Bull 3x Shares
Stocks
TZA
Direxion Daily Small Cap Bear 3x Shares
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 32.29%. 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.