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SMH vs FTLS RSI compare w/ Pre Runner WM 74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, multi-asset rotation using short-term RSI momentum signals to select a 3-asset, equal-weight portfolio from a broad pool (including UVXY and leveraged equity ETFs, semis/tech, bonds, and KMLM). It blends volatility hedging, leveraged equity exposure, and managed futures via a data-driven rotator.
NutHow it works
- Every day, it rebalances a small, rule-based basket across a wide set of assets; - It uses a short-term momentum test (RSI over 10 days) on various proxies to decide whether to tilt toward volatility hedges (UVXY) or to include other assets; - A higher-level SMH vs FTLS momentum comparison guides the environment the rotation operates in; - A deep Long/Short Rotator then picks 3 assets from a larger pool (including UVXY, QQQ, TQQQ, SPXL, SOXL, TECL, KMLM, etc.) using a cumulative-return-based ranking over a trailing window; - The chosen assets are weighted equally (100/100) and cash is used to balance when signals are not favorable; - The end result is a small, equal-weight portfolio of 3 assets designed to capture momentum while incorporating volatility hedges and managed futures for diversification.
CheckmarkValue prop
Out-of-sample annualized return 21.22% vs SPY 17.07%, plus positive alpha and diversification from volatility hedges and managed futures. Strong growth potential via disciplined momentum rotation, but expect larger drawdowns (~31%).

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Invest in this strategy
OOS Start Date
Jan 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Quantitative, multi-asset, momentum, rsi-based, leveraged etfs, volatility hedging, managed futures
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBSV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.77%. 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 the symphony, 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.