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Symphonies
$ Regime Switching - Brian's RSI
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based “regime switcher” that uses a long-term trend filter and short-term “heat” (RSI) to rotate among T‑bills, SPY/QQQ (often leveraged), inverse funds, Treasuries, and VIX hedges. High risk, frequent shifts.
NutHow it works
It switches based on two ideas: trend and “heat.” RSI is a 0–100 heat score of recent up vs down days (under 30 = washed‑out, over 70–80 = red‑hot). A 200‑day average marks the long‑term trend. 1) If fear (UVXY) is red‑hot, park in T‑bills (BIL). 2) If SPY is above its 200‑day avg: if red‑hot, hedge with VIXM; else buy the most beaten‑down of SPY/QQQ (or levered versions) or short Treasuries. 3) If trend is down: buy 3x QQQ on deep dips, otherwise flip between 3x inverse funds or Treasuries using RSI and TQQQ’s 20‑day average.
CheckmarkValue prop
Out-of-sample edge: 34.8% annualized return vs SPY's 22%, achieved through regime-switching, leverage, and hedges. Higher upside and diversification, but with larger drawdowns, suitable for investors with higher risk tolerance seeking alpha.

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Invest in this strategy
OOS Start Date
Oct 30, 2022
Trading Setting
Threshold 9%
Type
Stocks
Category
Regime switching, trend-following, rsi-based, leveraged etfs, volatility hedging, tactical asset allocation, u.s. equities, treasuries
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.

"$ Regime Switching - Brian's RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"$ Regime Switching - Brian's RSI" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "$ Regime Switching - Brian's RSI" has returned 34.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "$ Regime Switching - Brian's RSI" is 42.22%. 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 "$ Regime Switching - Brian's RSI", 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.