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Symphonies
40d RSI Sort Top 2
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily momentum among big names, but flips defensive when a volatility ETF (VIXM) surges. If VIXM’s 40‑day strength is high, go 100% into SPXU (3× inverse S&P 500). Otherwise, hold the two strongest performers from Apple, Microsoft, NVIDIA, AMD, Exxon, Netflix, Meta, Tesla, Amazon, Alphabet, and Coinbase.
NutHow it works
Each day it checks VIXM, an ETF tied to stock‑market volatility (“fear”). If VIXM’s 40‑day strength score (RSI) is high (>69), it assumes trouble and puts 100% in SPXU, a fund that moves about 3× opposite the S&P 500. Otherwise, it buys the 2 strongest (by that 40‑day score) from Apple, Microsoft, NVIDIA, AMD, Exxon, Netflix, Meta, Tesla, Amazon, Alphabet, and Coinbase, split 50/50.
CheckmarkValue prop
Out-of-sample annualized return ~46.8% vs SPY ~22%, with Sharpe ~1.36 vs SPY ~1.32 and Calmar ~2.0. Uses a volatility regime hedge (SPXU) plus top mega-cap momentum to outperform the S&P while controlling risk.

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Invest in this strategy
OOS Start Date
Dec 13, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, volatility regime switch, rsi(40), mega-cap tech focus, inverse etf hedge, daily rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
COIN
Coinbase Global, Inc. Class A Common Stock
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NFLX
NetFlix Inc
Stocks
NVDA
Nvidia Corp
Stocks
SPXU
ProShares UltraPro Short S&P 500
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.

"40d RSI Sort Top 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"40d RSI Sort Top 2" is currently allocated toNFLXandXOM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "40d RSI Sort Top 2" has returned 43.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "40d RSI Sort Top 2" is 23.44%. 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 "40d RSI Sort Top 2", 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.