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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

Daily, small‑cap‑focused tactical strategy. It uses inflation trend and simple momentum/overbought‑oversold cues to switch between bullish or bearish small‑caps, long Treasuries, or gold—using leveraged ETFs when signals are strong.
NutHow it works
First it checks if inflation expectations (RINF) are trending up vs their 200‑day average. It then compares recent bond vs tech strength (BND vs QQQ) and looks at small‑caps (IWM) using RSI (a simple overbought/oversold gauge) and the 200‑day trend. Based on that, it flips daily among: TNA (3x long small‑caps), TZA (3x short), TMF (3x long Treasuries), IWM, or a defensive split in RWM (inverse small‑caps) and GLD (gold).
CheckmarkValue prop
Out-of-sample annualized return ~35% vs SPY ~18%, powered by inflation-aware, tactical small-cap bets with leverage. Higher drawdowns (~56% vs ~19%), but potential for stronger upside in inflation-driven regimes.

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Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, momentum, small-caps, leveraged etfs, inflation regime, risk-on/risk-off, etfs
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 35.29%. 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, crypto, and options.