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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 rule‑based, small‑cap‑focused swing strategy. It uses market trend (SPY vs 200‑day) and RSI extremes to rotate among leveraged small‑caps, tech bounces, volatility hedges, or bonds/cash. Often 100% in one ETF; sometimes 50/50 IWM+SHV.
NutHow it works
RSI: 0–100 speed-of-move; high=overheated, low=washed‑out. Trend: SPY > 200‑day = uptrend; else downtrend. Uptrend: if SPY or QQQ RSI>80 → UVXY; else if IWM RSI(60)>60 → 50/50 IWM+SHV; else → UWM. Downtrend: if QQQ RSI<30 → TECL; else if SPY>25‑day and RSI>70 → RWM; else if SPY>25‑day → UWM; else → strongest RSI of IEF/RWM/BSV. Tickers: SPY S&P500; QQQ Nasdaq‑100; IWM small‑caps; UWM 2x; RWM −1x; TECL 3x tech; UVXY vol; SHV T‑bills; IEF 7–10y; BSV short bonds.
CheckmarkValue prop
Out-of-sample annualized return ~44.6% vs SPY ~17.4%; Calmar ~1.01; Sharpe ~0.95. A regime‑tactical, small‑cap strategy using selective leverage and hedges to chase upside while controlling drawdowns—aimed at higher long-run gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.541.280.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.37%15.63%2.19%5.01%0.95
UMW (3x Russell 2000) FTLT
884,720.86%89.16%12.5%15.95%1.57
Initial Investment
$10,000.00
Final Value
$88,482,085.72
Regulatory Fees
$121,282.16
Total Slippage
$863,112.40
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,regime switching,leveraged etfs,small caps,volatility,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
SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toUWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UMW (3x Russell 2000) FTLT" has returned 44.62%. 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, crypto, and options.