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Symphonies
[230723] 2d RSI Ganesh Sunday Showdown
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple switch: usually holds QQQ. When TQQQ’s 2‑day RSI is extremely high (>94), it flips to a defensive mix of VIX exposure and inverse tech ETFs picked by recent strength/volatility. Very aggressive; uses leveraged and volatility funds.
NutHow it works
It watches a 2‑day RSI on TQQQ (a 3× Nasdaq‑100 fund). Think of RSI as a 0–100 heat meter: high = very hot. - If RSI > 94 (too hot), it goes defensive: about half in VIXM (VIX futures) and half in inverse tech funds (SQQQ, SOXS, TECS; sometimes UVXY) chosen by recent moves. - Otherwise it holds QQQ. Tickers: TQQQ/SOXL/TECL=3× long tech/semis; SQQQ/SOXS/TECS=3× short; UVXY,VIXM=VIX; SVXY=short VIX.
CheckmarkValue prop
Out-of-sample annualized return about 27.5% vs 20.4% for the S&P; risk-adjusted gauges (Calmar ~1.27, Sharpe ~1) are solid. It uses a tactical risk-off when tech runs hot (VIX and inverse tech) to protect upside, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.141.020.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
614.54%14.98%1.36%5.73%0.91
[230723] 2d RSI Ganesh Sunday Showdown
3,708.98%29.49%0.01%7.95%1.07
Initial Investment
$10,000.00
Final Value
$380,898.25
Regulatory Fees
$1,557.82
Total Slippage
$9,664.02
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, short-term, leveraged etfs, volatility, tech/nasdaq, contrarian
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.

"[230723] 2d RSI Ganesh Sunday Showdown" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[230723] 2d RSI Ganesh Sunday Showdown" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[230723] 2d RSI Ganesh Sunday Showdown" has returned 27.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[230723] 2d RSI Ganesh Sunday Showdown" is 21.65%. 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 "[230723] 2d RSI Ganesh Sunday Showdown", 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.