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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 switch: if volatility (via VIXM’s 40‑day “heat” score) is hot, short the market with 3× inverse SPXU. Otherwise, own the two strongest recent performers from a mega‑cap tech–heavy list (plus Exxon and Coinbase). Very concentrated and volatile.
NutHow it works
Every day: 1) Check VIXM, an ETF tied to market “fear/volatility.” If its 40‑day RSI—a simple “how hot has it been lately?” score—is above 69, buy SPXU, a 3× inverse S&P 500 ETF (it rises when stocks fall). 2) Otherwise hold the two strongest (by 40‑day RSI) from: AAPL, MSFT, NVDA, AMD, NFLX, META, TSLA, AMZN, GOOGL, plus Exxon (XOM) and Coinbase (COIN). Split 50/50. Rebalances daily.
CheckmarkValue prop
Out-of-sample: ~49% annualized return, Sharpe ~1.39, Calmar ~2.11—strong risk-adjusted outperformance vs SPY. Regime-switching: SPXU in high vol; otherwise top-2 mega-cap momentum. Drawdown ~23% vs SPY ~19%.

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Invest in this strategy
OOS Start Date
Dec 13, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, regime-switching, volatility filter, top-2 selection, large-cap tech, inverse leveraged etf, daily rebalance, concentrated
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.

"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 toGOOGLandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "40d RSI Sort Top 2" has returned 49.39%. 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, crypto, and options.