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Symphonies
10d RSI < 31
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rule: if a Nasdaq‑100 fund’s 10‑day RSI says “oversold,” buy a 3× leveraged tech ETF; otherwise sit in short‑term Treasuries. A tactical, high‑risk dip‑buying approach.
NutHow it works
Every day it checks TQQQ’s 10‑day RSI. RSI is a 0–100 score of recent ups vs downs; below 31 means it fell fast (oversold). If RSI < 31, it buys TECL (a 3× leveraged fund of big U.S. tech stocks). Otherwise it holds SHV (cash‑like short‑term U.S. Treasuries). High risk when in TECL.
CheckmarkValue prop
Out-of-sample, RSI-based dip-buying yields ~32.45% annualized return vs ~22.21% for the S&P, with Calmar ~1.381 and Sharpe ~0.953. A 100% TECL/SHV toggle seeks tech upside with disciplined risk—though max drawdown can reach ~23.50%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.620.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
707.4%13.92%-1.77%0.2%0.85
10d RSI < 31
6,083.31%29.36%0.25%12.7%1.1
Initial Investment
$10,000.00
Final Value
$618,330.84
Regulatory Fees
$786.60
Total Slippage
$4,584.05
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, rsi, mean‑reversion, leveraged etfs, technology, risk‑on/off, daily rebalance, treasuries
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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.

"10d RSI < 31" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10d RSI < 31" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10d RSI < 31" has returned 37.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10d RSI < 31" is 23.50%. 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 "10d RSI < 31", 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.