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Symphonies
5-50D RSI Mean Reversion
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical chip‑sector strategy: buy dips with increasing 3× long (SOXL), short rips with 3× inverse (SOXS), else follow trend (own SMH or move to SOXS/SHY). Signals come from a 0–100 recent‑move score (RSI) on SMH.
NutHow it works
It watches SMH (a big semiconductor‑stock fund) and uses a 0–100 “recent‑move” score (RSI) over 5–50 days. If that score is low (<36), it buys the dip: SMH plus some SOXL (3× bull), adding more SOXL the deeper the dip. If the score is high (>70), it fades rips: SMH plus some SOXS (3× bear), adding more SOXS as it stretches. Otherwise it uses trend: above the 200‑day average it owns SMH; in weak trends it picks SOXS or SHY (short‑term Treasuries).
CheckmarkValue prop
Potentially higher upside than the S&P by tactically tilting to semis with 3x levers on RSI dips/rips. Out-of-sample return ~41% vs ~21% for the S&P, with trend-based risk controls; note larger drawdowns are possible.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.261.080.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
489.08%14.45%1.36%5.73%0.88
5-50D RSI Mean Reversion
10,620.42%42.73%3.93%39.75%1.14
Initial Investment
$10,000.00
Final Value
$1,072,041.62
Regulatory Fees
$1,986.10
Total Slippage
$12,169.79
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Semiconductors, tactical, mean reversion, rsi, momentum overlay, leveraged etfs, long/short
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.

"5-50D RSI Mean Reversion" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"5-50D RSI Mean Reversion" is currently allocated toSMHandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "5-50D RSI Mean Reversion" has returned 41.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "5-50D RSI Mean Reversion" is 44.49%. 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 "5-50D RSI Mean Reversion", 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.