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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

Tactical, small‑cap‑tilted system. First checks the S&P 500’s trend, then uses RSI to flip among leveraged small‑caps, cash/bonds, inverse small‑caps, tech bounce plays, or a volatility ETF when markets look overheated.
NutHow it works
RSI: 0–100 heat of recent moves (>70–80 hot, <30 cold). Trend: SPY 8d > 200d = up; else down. Up: if SPY or QQQ RSI>80 → UVXY. Else if IWM 60d RSI>60 → 50/50 IWM+SHV; else → UWM (2x). Down: if QQQ RSI<30 → TECL (3x). Else if SPY>25d avg → RWM if SPY RSI>70, else UWM; else → strongest of IEF/RWM/BSV by 10d RSI. Tickers: SPY S&P500, QQQ Nasdaq‑100, IWM small‑caps, UWM 2x, RWM −1x, TECL 3x tech, UVXY VIX vol, IEF 7–10Y Treas, BSV short bonds, SHV T‑bills.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs ~18% for S&P, Calmar ~1.03, Sharpe ~0.96. Higher beta (~2.32) signals amplified upside in rallies, but expect larger drawdowns (~44% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.541.290.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
UMW (3x Russell 2000) FTLT
871,156.9%87.92%0.02%9.57%1.56
Initial Investment
$10,000.00
Final Value
$87,125,690.19
Regulatory Fees
$126,336.82
Total Slippage
$899,351.72
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation, trend-following, mean-reversion, leveraged etfs, volatility hedge, us small-caps, 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 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 39.26%. 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.