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Symphonies
[21D RSI IYT] Mostly SJDH | Gobi
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses the Transportation index as a green/red light. Green: ride tech momentum (often with leverage). Red: move to bonds/cash/hedges or shorts. Adds overbought/oversold brakes and a KMLM trend check. Rebalanced daily; high‑risk instruments involved.
NutHow it works
1) Traffic light: If the Transportation index (IYT) is stronger than the S&P 500 (SPY), that’s “green light” (risk‑on). Otherwise it’s “red light” (risk‑off). 2) Risk‑on: Ride tech momentum with QQQ/TQQQ (3x Nasdaq), TECL (3x Tech), SOXL (3x Semis), UPRO (3x S&P) when price is trending up. If things look overheated, briefly hedge with VIXY/UVXY (volatility). If deeply oversold, buy the dip. 3) Risk‑off: Shift to bonds/cash/hedges or shorts: TLT (Treasuries), BIL (T‑bills), SQQQ/PSQ (short Nasdaq), SH (short S&P), BTAL (market‑neutral). 4) KMLM (managed‑futures trend fund) is used as a cross‑check vs Tech: favor TECL when Tech is stronger than KMLM; otherwise lean defensive. Rebalanced daily. Uses leveraged/short/vol ETFs: high risk.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk metrics: Sharpe 2.38 vs 2.10; annualized return ~66% vs ~24%; Calmar ~7.6. Accepts higher drawdowns for much larger upside via momentum/trend hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.990.750.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.19%14.68%2.19%5.01%0.89
[21D RSI IYT] Mostly SJDH | Gobi
19,112.27%184.34%3.09%19.72%3.28
Initial Investment
$10,000.00
Final Value
$1,921,226.55
Regulatory Fees
$4,909.95
Total Slippage
$31,574.05
Invest in this strategy
OOS Start Date
Jun 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical,multi-asset,momentum,mean reversion,risk-on/off,sector rotation,leveraged etfs,managed futures,volatility hedging
Tickers in this symphonyThis symphony trades 79 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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.

"[21D RSI IYT] Mostly SJDH | Gobi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[21D RSI IYT] Mostly SJDH | Gobi" is currently allocated toTECL, TBT, TQQQ, QID, XLP, TBFandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[21D RSI IYT] Mostly SJDH | Gobi" has returned 66.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[21D RSI IYT] Mostly SJDH | Gobi" is 8.78%. 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 "[21D RSI IYT] Mostly SJDH | Gobi", 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.