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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
Value proposition: A 50/50 mix of dividend ETFs and a RSI-driven tactical sleeve, aiming for tech upside with volatility/rate hedges. OOS: 18.9% annualized, Calmar 0.62, max DD 30.6%, Sharpe 0.69—diversification vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.10.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
374.15%13.85%1.36%13.5%0.83
Simple long term FTLT l 12 Jun 2014
11,065.88%48.15%13%28.74%1.36
Initial Investment
$10,000.00
Final Value
$1,116,587.70
Regulatory Fees
$1,995.00
Total Slippage
$16,437.16
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 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury 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.

"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 18.86%. 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 30.56%. 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, and options.