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Custom Exposures
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A two-bucket, RSI-driven equity strategy with daily rebalance: 30% to six equal-weighted positions chosen via four RSI-based rules (plus SOFI), and 70% to Rigetti Computing (RGTI). High-risk due to leveraged/volatile components and single-stock tilt in Bucket B.
NutHow it works
Here’s how it works in plain language: - The strategy divides your money into two pots. 30% goes to a group called Stuff I Like, and 70% goes to Rigetti Computing (RGTI). - Stuff I Like is built from six spots and is treated as an equal-weight group. Those six spots are: 1) SoFi Technologies (SOFI) 2) A choice between Archer Aviation (ACHR) and the iShares 0-3 Month Treasury Bond ETF (SGOV): the one with the lower RSI over the past 20 days is chosen. 3) Hims & Hers Health (HIMS) 4) A choice between Marathon Digital Holdings (MARA) and the 2x long VIX futures ETF (UVIX): the one with the lower RSI over the past 20 days is chosen. 5) A choice between Direxion Daily Financial Bull 3x Shares (FAS) and UVIX: the one with the lower RSI over the past 14 days is chosen. 6) A choice between Defiance Daily Target 2x Long SMCI ETF (SMCX) and SGOV: the one with the higher RSI over the past 14 days is chosen. - Each of these six spots gets an equal share of the 30% bucket, so roughly 5% of the total portfolio per spot (assuming no ticker duplicates). - The remaining 70% is invested in Rigetti Computing (RGTI). - The mix is rebalanced every trading day to maintain the 30/70 split and the equal weighting inside the Stuff I Like bucket. - RSI is a momentum indicator that looks at recent price strength. In this strategy, the rules pick the asset with the lowest RSI (the weakest momentum) for three of the choices and the asset with the highest RSI (the strongest momentum) for one choice, creating a mix of relatively weaker and relatively stronger momentum players within a disciplined rule set.
CheckmarkValue prop
Out-of-sample Sharpe 1.87 vs SPY 0.87; Calmar 6.9; higher alpha and upside from a disciplined 30/70 RSI mix. Superior risk-adjusted returns vs the S&P, with larger drawdowns (~55%)—for investors with higher risk tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
2.132.20.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
21.85%14.12%-2.02%-1.16%0.85
1,303.1%484.46%5.47%-25.16%2.05
Initial Investment
$10,000.00
Final Value
$140,310.11
Regulatory Fees
$48.68
Total Slippage
$233.99
Invest in this strategy
OOS Start Date
Nov 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, rsi momentum-based selection, two-bucket allocation, daily rebalance, leveraged etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
ACHR
Archer Aviation Inc.
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
HIMS
Hims & Hers Health, Inc.
Stocks
MARA
MARA Holdings, Inc. Common Stock
Stocks
RGTI
Rigetti Computing, Inc. Common Stock
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SMCX
Defiance Daily Target 2X Long SMCI ETF
Stocks
SOFI
SoFi Technologies, Inc. Common Stock
Stocks
UVIX
2x Long VIX Futures 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.

"Custom Exposures" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Custom Exposures" is currently allocated toRGTI, SOFI, MARA, ACHR, HIMS, FASandSGOV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Custom Exposures" has returned 234.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Custom Exposures" is 64.09%. 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 "Custom Exposures", 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.