Skip to Content
Symphonies
V1c Rate Momentum - K-1 Free
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based strategy that rotates among leveraged stock and Treasury ETFs. It rides strong tech-led uptrends, but in turbulence it moves to T‑Bills or inverse/volatility hedges. Signals come from rate trends, momentum, and mean‑reversion filters.
NutHow it works
Each day it checks three things: interest‑rate trend, market volatility, and recent moves in tech/Nasdaq. • If the trend is up and calm, it rides the two strongest leveraged bull ETFs (often TQQQ/TECL). • If stress rises (VIX spikes, fast drops), it parks in T‑Bills, uses VXX, or flips to inverse ETFs. • It also buys sharp tech dips or fades sudden spikes.
CheckmarkValue prop
Out-of-sample: 17.5% annualized return with risk controls and hedges (Calmar ~0.59). It captures tech-led upside with leveraged bets while protecting capital in turbulence, offering diversified, risk-adjusted exposure beyond the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.050.740.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
V1c Rate Momentum - K-1 Free
473,238.39%184.15%7.76%-1.47%2.4
Initial Investment
$10,000.00
Final Value
$47,333,839.06
Regulatory Fees
$187,760.90
Total Slippage
$1,316,827.79
Invest in this strategy
OOS Start Date
Dec 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum, mean reversion, volatility filter, sector rotation, risk-on/risk-off, rates regime, k-1 free
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
ERY
Direxion Daily Energy Bear 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
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.

"V1c Rate Momentum - K-1 Free" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1c Rate Momentum - K-1 Free" is currently allocated toTYD, TMF, DRN, ERXandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1c Rate Momentum - K-1 Free" has returned 17.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1c Rate Momentum - K-1 Free" is 29.86%. 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 "V1c Rate Momentum - K-1 Free", 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.