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Symphonies
v2 Long term FTLT l 6 Oct 2011 l BrianE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule‑based, all‑in switcher. Buys 3x Tech on deep selloffs, hedges with volatility when Tech is overly hot, then follows longer‑term leadership: Tech/Energy in healthy markets; Treasuries/Gold or bearish hedges in weak markets. Highly volatile.
NutHow it works
All‑in, one‑fund system using RSI (0–100 “heat” of recent ups vs downs). 1) S&P 500 washed out (RSI<30): TECL (3x Tech). 2) Tech red‑hot (RSI>80): UVXY (volatility). 3) Else choose regime by ~6‑month strength: SPY vs Utilities (XLU). Risk‑on: TECL; if commodities (DBC) lead, use ERX (2x Energy). Risk‑off: if long bonds (TLT) trend up, use TMF (3x Treasuries) or UGL (2x Gold); otherwise TMV (3x short Treasuries), BTAL, or TECS (3x short Tech).
CheckmarkValue prop
Dynamic, all-in regime-switching fund: leverages Tech/Energy leadership and tactical volatility hedges for diversification and potential upside beyond the S&P. OOS return ~19.9% with ~0.31 Calmar, but higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.691.10.110.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
679.69%15.6%-0.24%3.99%0.94
v2 Long term FTLT l 6 Oct 2011 l BrianE
2,391,964.43%103.75%-9.59%2.8%1.56
Initial Investment
$10,000.00
Final Value
$239,206,443.39
Regulatory Fees
$784,484.92
Total Slippage
$5,625,525.48
Invest in this strategy
OOS Start Date
Apr 11, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, regime-switching, leveraged etfs, tech/energy tilt, volatility hedge, risk-on/risk-off
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UGL
ProShares Ultra Gold
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.

"v2 Long term FTLT l 6 Oct 2011 l BrianE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v2 Long term FTLT l 6 Oct 2011 l BrianE" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v2 Long term FTLT l 6 Oct 2011 l BrianE" has returned 19.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v2 Long term FTLT l 6 Oct 2011 l BrianE" is 64.49%. 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 "v2 Long term FTLT l 6 Oct 2011 l BrianE", 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.