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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

Rules-based, single‑ETF switcher using RSI and trend filters. In risk‑on it mostly rides 3x tech (sometimes 2x energy). In risk‑off it flips to bonds, gold, or bearish funds; short‑term signals guide the final pick. Very high risk.
NutHow it works
Owns one ETF at a time and switches by rules. Extremes: if the S&P 500’s 14‑day RSI (stretch gauge: low=washed‑out, high=overheated) is very low, buy 3x tech; if tech’s RSI is extremely high, buy volatility. Else, 6‑month regime: if stocks beat utilities (risk‑on), hold 3x tech or, when commodities lead, the week’s winner of 3x tech vs 2x energy. If utilities lead (risk‑off), hold bonds/gold if bonds trend up; otherwise a bearish/defensive fund.
CheckmarkValue prop
Regime-switching, rules-based strategy that leverages tech/energy in risk-on and hedges with bonds/gold in risk-off. Out-of-sample: ~20.3% annualized return, Sharpe ~0.60, Calmar ~0.32. Diversifies and offers upside beyond the S&P, with bigger drawdowns in extremes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.671.120.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
v2 Long term FTLT l 6 Oct 2011 l BrianE
2,282,182.58%100.9%16.11%-10.62%1.54
Initial Investment
$10,000.00
Final Value
$228,228,257.98
Regulatory Fees
$853,680.99
Total Slippage
$6,122,621.19
Invest in this strategy
OOS Start Date
Apr 11, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Rules-based tactical allocation, regime switching, leveraged etfs, momentum & mean-reversion, single-position, volatility hedge
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
State Street 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 toUGL. 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 16.35%. 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, and options.