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Symphonies
60d RSI of TLT Breakdown
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, contrarian switch using RSI. If SPY looks “too strong,” go to SHV (T‑bills). Otherwise rotate among leveraged tech/semis or Treasury trades—sometimes short—based on short‑term strength of stocks vs bonds and TLT’s trend.
NutHow it works
Daily check. First, SPY’s 60‑day RSI (a 0–100 “strength” score; low=weak) gates risk: if ≥55, sit in SHV (T‑bills). If <55: look at TLT (20+yr Treas.). If its 60‑day RSI <45, pick a 3x tech/semis trade (TECL/SOXL if signals favor bulls, SQQQ/SOXS if not), choosing the one that’s been weaker lately. If TLT isn’t weak: if TLT > 20‑day avg, hold TECL (maybe 50/50 with TLT); else short bonds (TMV).
CheckmarkValue prop
Dynamic RSI-based strategy offers diversification with a low market beta (~0.34) and tactical hedges to complement SPY. Out-of-sample: ~5.5% annualized return and ~0.34 Sharpe versus SPY’s ~22% return and ~1.31 Sharpe—a risk-managed, regime-driven add-on for a balanced portfolio.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.790.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
523%13.14%-7.68%-7.76%0.8
60d RSI of TLT Breakdown
6,718.14%32.98%3.68%4.77%0.89
Initial Investment
$10,000.00
Final Value
$681,814.17
Regulatory Fees
$2,046.33
Total Slippage
$12,744.44
Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi signals, contrarian, leveraged/inverse etfs, tech & semis, long treasuries, risk-on/risk-off, daily
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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.

"60d RSI of TLT Breakdown" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"60d RSI of TLT Breakdown" is currently allocated toTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "60d RSI of TLT Breakdown" has returned 10.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "60d RSI of TLT Breakdown" is 35.47%. 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 "60d RSI of TLT Breakdown", 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.