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Symphonies
Simple long term FTLT l 12 Jun 2014
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 50/50 mix: dividend stock ETFs plus a rules-based sleeve that shifts among leveraged tech, cash-like T‑bills, volatility, or Treasuries, with a final contrarian pick—using simple momentum and volatility signals.
NutHow it works
Half goes to dividend stock ETFs (DGRO, SCHD, NOBL). Half is tactical, driven by RSI (a momentum score: <30 very weak, >80 very hot). If tech (XLK) very weak → TECL (3× tech). If volatility (VIXM) surges → BIL (T‑bills). If tech very hot → UVXY (VIX). Else if tech beats utilities (XLU) over 6 mo → TECL. Else if Treasuries (TLT) above trend → TMF (3×). Else buy the worst 5‑day performer of TMV, ERX, or TECS for a rebound.
CheckmarkValue prop
Out-of-sample: 18.12% annualized vs SPY 23.39%; Calmar 0.62; max drawdown 29.34%. A 50/50 mix of dividend ETFs and a rule-based tactical sleeve captures tech strength while hedging volatility, delivering regime-aware diversification alongside SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.31.10.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
331.82%13.6%1.2%6.23%0.81
Simple long term FTLT l 12 Jun 2014
9,628.3%49.06%-1.69%8.98%1.38
Initial Investment
$10,000.00
Final Value
$972,830.14
Regulatory Fees
$2,186.35
Total Slippage
$14,038.20
Invest in this strategy
OOS Start Date
Apr 9, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/rsi, volatility hedging, risk-on/off, us equities, treasuries, dividends
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.

"Simple long term FTLT l 12 Jun 2014" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple long term FTLT l 12 Jun 2014" is currently allocated toDGRO, NOBL, TECLandSCHD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple long term FTLT l 12 Jun 2014" has returned 16.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple long term FTLT l 12 Jun 2014" is 29.34%. 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 "Simple long term FTLT l 12 Jun 2014", 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.