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

About

A rules‑driven switcher: hide in T‑Bills during volatility spikes, use SPY’s 200‑day trend to call bull vs bear, then use an “overbought/oversold” gauge (RSI) to buy dips, add a VIX hedge when too hot, or flip to inverse funds or Treasuries in downtrends.
NutHow it works
1) Panic check: if the “fear gauge” (UVXY) is very hot (RSI>70), go to T‑Bills (BIL). RSI is a short‑term thermometer: low=washed‑out, high=overheated. 2) Trend test: if SPY is above its 200‑day average → Bull; else → Bear. • Bull: if SPY/QQQ look overheated, buy a VIX hedge (VIXM). Otherwise buy the most “oversold” of SPY, QQQ, or their 2x versions (SSO/QLD), or short‑term Treasuries (SHY). • Bear: try to buy sharp bounces (TQQQ). If not, rotate to inverse funds (SQQQ/SPXU) or Treasuries (BSV/TLT).
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside (~33.8% annual vs the S&P 500 ~21.7%) using regime switching and volatility hedges. Expect larger drawdowns (~42% vs ~19%), but with potentially stronger compounding in volatile markets.

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Invest in this strategy
OOS Start Date
Oct 30, 2022
Trading Setting
Threshold 9%
Type
Stocks
Category
Regime switching,tactical allocation,momentum & mean reversion,leveraged/inverse etfs,volatility hedge,u.s. equities & treasuries
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
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.

"$ 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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "$ Regime Switching - Brian's RSI" has returned 27.03%. 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, and options.