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Symphonies
(Archive) Holy Grail Simplified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A high‑octane, regime‑aware swing strategy: use a 200‑day trend filter and an RSI “heat meter” to buy tech on dips, fade extreme spikes, and, in selloffs, pivot to bonds, USD, or gold miners. Heavy use of 3× leveraged ETFs.
NutHow it works
RSI is a 0–100 “heat meter” (high=overheated, low=washed‑out). 1) First, trend: if the S&P 500 is above its 200‑day line, stay risk‑on: usually long 3× Nasdaq (TQQQ). If it gets too hot, briefly flip short (SQQQ) or mix with TIPS (STIP). 2) If below the 200‑day, buy big dips (TECL/UPRO). Otherwise run a buy‑dips/sell‑rips toggle between TQQQ and SQQQ. After sharp drops, rotate to Treasuries (TLT/TMV), T‑bills (SHY/SHV/STIP), US dollar (USDU/UDN), or gold miners (GDX).
CheckmarkValue prop
Out-of-sample: ~72% annualized return vs SPY ~22%, Calmar ~1.77. A regime-aware, RSI-driven swing strategy that profits from tech rallies and shifts to bonds/USD/gold to curb risk, delivering bigger upside with disciplined risk vs S&P.

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Invest in this strategy
OOS Start Date
Sep 11, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Rsi-driven tactical, leveraged etfs, tech-heavy, trend + mean reversion, risk-on/off, crash protection
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
GDX
VanEck Gold Miners ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
STIP
iShares 0-5 Year TIPS 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.

"(Archive) Holy Grail Simplified" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(Archive) Holy Grail Simplified" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(Archive) Holy Grail Simplified" has returned 56.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(Archive) Holy Grail Simplified" is 40.93%. 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 "(Archive) Holy Grail Simplified", 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.