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Symphonies
UMW (3x Russell 2000) FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast‑switching strategy that uses trend (moving averages) and “hot/cold” readings (RSI) to rotate among small caps (IWM/UWM), short small caps (RWM), 3x tech (TECL), volatility (UVXY), or Treasuries/bonds (IEF/BSV/SHV). High risk due to leveraged/volatility ETFs.
NutHow it works
It first checks trend: is the S&P 500 (SPY) above its 200‑day average (long‑term uptrend)? If yes: if SPY or Nasdaq‑100 (QQQ) is very “hot” by RSI (0–100 heat gauge) >80, buy UVXY (volatility spike fund). Otherwise favor small caps: either 50/50 IWM + SHV (cash‑like Treasuries) when small caps are very hot (RSI(60)>60), or UWM (2x small caps) when they aren’t extended. If no: if QQQ is very “cold” (RSI<30), try a snap‑back with TECL (3x tech). Else, if SPY is above its 25‑day average, use RWM (short small caps) if RSI>70, otherwise UWM. If still weak, hold the strongest of IEF (7–10y Treasuries), RWM, or BSV (short‑term bonds).
CheckmarkValue prop
Regime-based ETF rotation offering upside vs SPY: OOS annualized return 45.4%, Sharpe ~0.96, Calmar ~1.03 with positive alpha, vs SPY 17.5% return. Higher upside but bear markets can incur ~44% drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.531.290.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
UMW (3x Russell 2000) FTLT
885,876.69%87.14%11.24%2.61%1.55
Initial Investment
$10,000.00
Final Value
$88,597,668.56
Regulatory Fees
$137,380.81
Total Slippage
$978,494.67
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, small caps, leveraged etfs, inverse etfs, volatility, treasuries, bonds
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RWM
ProShares Short Russell2000
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
UWM
ProShares Ultra Russell2000
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.

"UMW (3x Russell 2000) FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"UMW (3x Russell 2000) FTLT" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UMW (3x Russell 2000) FTLT" has returned 37.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UMW (3x Russell 2000) FTLT" is 44.17%. 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 "UMW (3x Russell 2000) 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.