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Symphonies
[WIP] IFF Fund: Managed futures RSI Sorts
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, 45% buys the two most oversold managed‑futures ETFs (tilting to the calmer one). 55% rotates among managed‑futures or bond/defensive picks, keeping the two least‑volatile that show the strongest recent rise. Goal: smoother, diversifying returns.
NutHow it works
Every day it builds two sleeves. 45%: from 5 managed‑futures ETFs (DBMF, CTA, KMLM, WTMF, FMF), it buys the two that look most “oversold” on 10‑ and 15‑day RSI (a short‑term score of recent ups/downs; low = recently fell), and gives more weight to the steadier one. 55%: in five pairs (each managed‑futures ETF vs a bond/defensive fund or 1x inverse Amazon, AMZD), it keeps the one with the higher RSI (rising more), then holds the two least‑volatile winners.
CheckmarkValue prop
Delivers superior risk-adjusted performance: much smaller downside (3.6% oos DD vs 18.8% SPY), higher oos Sharpe and Calmar, and near-zero beta. A disciplined ballast that smooths stock risk while preserving attractive risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.060.030.18
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
11.82%28.3%1.2%6.23%2.35
[WIP] IFF Fund: Managed futures RSI Sorts
6.98%18.73%-0.45%4.17%4.49
Initial Investment
$10,000.00
Final Value
$10,697.63
Regulatory Fees
$5.68
Total Slippage
$28.50
Invest in this strategy
OOS Start Date
May 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Managed futures, rsi/momentum, low-volatility filter, tactical rotation, treasuries/corporates, inverse equity, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXONE, FSBDandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.10%. 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 the symphony, 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.