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

About

Daily, it switches between 3× small‑cap bull (TNA) or bear (TZA) using RSI “heat” from SPY, bond strength (TMF), and which is hotter: small caps (IWM) or Treasuries (IEF). Roughly 72% is invested; the rest sits in cash. High risk/volatility.
NutHow it works
What it trades: TNA (3× long small caps) or TZA (3× short small caps). Signals only: SPY=S&P500; IWM=small caps; IEF=7–10Y Treasuries; TMF=3× long 20+Y Treasuries. RSI is a 0–100 recent‑strength score (>70 very hot; >60 strong). Daily: If SPY’s RSI(10)>71, then check TMF’s RSI(14)>60. If yes, go long TNA only if IWM’s RSI>IEF’s; else TZA. If no (or SPY not hot), use the opposite rule: long TNA if IEF’s RSI>IWM’s; else TZA. About 72% is invested; rest is cash. 3× ETFs are very volatile.
CheckmarkValue prop
An RSI-driven, tactical small-cap momentum strategy with a cash buffer. In out-of-sample tests (726 days): 16.3% annualized return, Sharpe 0.56, beta ~0.93. Diversifies SPY but with higher drawdowns (~60%); a disciplined satellite to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.31.050.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
899.9%14.69%-1.33%-0.23%0.88
SmallCap Rat FTLT
5,356.28%26.89%10.55%-13.21%0.69
Initial Investment
$10,000.00
Final Value
$545,627.85
Regulatory Fees
$1,851.33
Total Slippage
$10,386.04
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, rsi, us small caps, long/short, leveraged etfs, daily rebalance, risk filters
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

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

"SmallCap Rat FTLT" is currently allocated toTNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SmallCap Rat FTLT" has returned 10.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SmallCap Rat FTLT" is 60.33%. 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 "SmallCap Rat FTLT", 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.