Skip to Content
Symphonies
[21D RSI IYT] Mostly SJDH | Gobi
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses transports vs S&P to flip Risk‑On/Risk‑Off. Risk‑On rides tech/semis (often via TQQQ/TECL/SOXL) while trends persist; overheated markets hedge with volatility or cash. Risk‑Off shifts to T‑Bills, Treasuries, defensives, or inverse ETFs. Rebalanced daily.
NutHow it works
1) Master switch: if transportation stocks (IYT) show stronger 21‑day momentum (RSI) than the S&P 500 (SPY), it’s Risk‑On; otherwise Risk‑Off. 2) Risk‑On: ride tech/semis (TQQQ/TECL/SOXL) when uptrends hold (20–200d MAs). If moves get too hot (RSI ≈80+), briefly hedge with volatility (UVXY/VIXY) or go to cash. Cross‑check tech vs KMLM (managed‑futures); if KMLM leads, use inverse hedges (PSQ/QID/TBT/TBF). 3) Risk‑Off: dial down to T‑Bills (BIL/SHV), Treasuries (TLT), utilities/gold, or inverse ETFs (PSQ/SQQQ/SH). Buys some dips near RSI ≈30. Rebalanced daily.
CheckmarkValue prop
An out-of-sample regime-switching strategy: transports signal Risk-On; ride tech/semis in uptrends, hedge heat with volatility or cash. Risk-Off shifts to bonds/cash. Aimed at higher risk-adjusted returns with lower drawdowns than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.950.780.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
93.18%13.53%-1.77%0.2%0.83
[21D RSI IYT] Mostly SJDH | Gobi
17,788.16%171.63%-2.84%-0.79%3.13
Initial Investment
$10,000.00
Final Value
$1,788,815.81
Regulatory Fees
$5,388.46
Total Slippage
$34,664.36
Invest in this strategy
OOS Start Date
Jun 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, risk-on/risk-off, trend-following, momentum, mean-reversion, leveraged etfs, volatility hedging, tech/semis focus, managed futures
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 toGOOGL, DRV, TECS, EEM, NVO, GDX, GE, DBO, BTAL, LLY, AMZN, GLD, TLT, TMV, MSFT, COST, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[21D RSI IYT] Mostly SJDH | Gobi" has returned 34.49%. 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 10.54%. 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, and options.