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Symphonies
Alternative to 10d RSI < 31
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical buy‑the‑dip plan: when short‑term selling looks extreme, it jumps into 3x tech or 3x S&P 500 (deeper dip = larger position); otherwise it parks in short‑term bonds. Tech dips take priority, then broad‑market dips.
NutHow it works
It watches a 0–100 “oversold” score (10‑day RSI). If Nasdaq (via TQQQ) is washed‑out (<31), it buys tech: TECL (3x tech) and SOXL (3x semis) 50/50, scaling 33%→75%→100% as RSI falls (<25,<20). Else it checks SPY: if washed‑out (<30) it buys UPRO (3x S&P 500), scaling 33%→75%→100% as RSI falls (<28,<21). If neither is washed‑out, it holds BSV (short‑term bonds). Uses 3x ETFs; very volatile.
CheckmarkValue prop
Out-of-sample, this 3x levered tactical strategy beats the S&P on risk-adjusted return: annualized return 25.2% vs 23.3% for SPY, max drawdown 10.7% vs 18.8%, Calmar 2.35, with a modest beta ~0.73. Higher upside, better downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.360.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
691.05%13.84%-0.15%0.4%0.84
Alternative to 10d RSI < 31
1,290.11%17.94%5.07%5.54%1.02
Initial Investment
$10,000.00
Final Value
$139,010.62
Regulatory Fees
$177.70
Total Slippage
$739.73
Invest in this strategy
OOS Start Date
Oct 13, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean‑reversion, rsi, leveraged etfs, tech & semiconductors, s&p 500, short‑term bonds, risk‑on/risk‑off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro 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.

"Alternative to 10d RSI < 31" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Alternative to 10d RSI < 31" is currently allocated toBSV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Alternative to 10d RSI < 31" has returned 26.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Alternative to 10d RSI < 31" is 10.71%. 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 "Alternative to 10d RSI < 31", 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.