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Symphonies
10 Day RSI Oversold Block
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A dip‑buying, risk‑on/risk‑off plan: after short‑term weakness in the Nasdaq‑100, it allocates to 3× TQQQ; otherwise it parks in T‑Bills (BIL). It uses four RSI windows and inverse‑vol sizing, rebalancing daily.
NutHow it works
Each day it checks a 3× Nasdaq‑100 fund (TQQQ). RSI is a 0–100 score of how beaten‑down price has been (lower = more sold off). It runs four checks (5/10/15/20‑day RSI). For each: if RSI is below a threshold, that slot buys TQQQ; otherwise it holds T‑Bills (BIL). The active slots are sized so calmer picks get more weight (30‑day volatility). Rebalanced daily.
CheckmarkValue prop
Dip-buy Nasdaq-100 after dips using four RSI windows and inverse-vol weighting with cash protection. Out-of-sample: ~16.9% annualized return, Sharpe ~0.58, Calmar ~0.68—competitive risk-adjusted performance vs the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, rsi, inverse volatility, leveraged etfs, risk-on/risk-off, nasdaq-100, daily rebalance
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.

"10 Day RSI Oversold Block" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10 Day RSI Oversold Block" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10 Day RSI Oversold Block" has returned 16.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10 Day RSI Oversold Block" is 24.93%. 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 "10 Day RSI Oversold Block", 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.