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

About

A daily, risk-on/risk-off swing approach: buy 3× Nasdaq (TQQQ) when it’s short‑term oversold by RSI; otherwise sit in T‑bills (BIL). Four timeframes combined with inverse‑volatility to temper risk.
NutHow it works
It flips between a 3× Nasdaq‑100 fund (TQQQ) and T‑bills (BIL). It checks TQQQ’s RSI—a 0–100 score that drops when price has been falling—over 5/10/15/20 days. If the score is low (oversold), that slice buys TQQQ; otherwise it holds BIL. The four slices are blended with inverse‑volatility (quieter asset gets more). Rebalanced daily.
CheckmarkValue prop
Out-of-sample: 15.6% annual return, 0.56 Sharpe, Calmar 0.63, max drawdown ~25% (SPY ~19%). RSI-driven TQQQ/BIL with inverse-vol weighting blends upside potential with risk control, offering diversification versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.620.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
649.51%13.57%-0.15%0.4%0.83
10 Day RSI Oversold Block
2,630.98%23.24%4.33%5.13%1
Initial Investment
$10,000.00
Final Value
$273,097.92
Regulatory Fees
$603.21
Total Slippage
$2,603.64
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, volatility-weighted, leveraged etfs, risk-on/risk-off, nasdaq-100, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"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 17.97%. 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, and options.