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Symphonies
Direxion SS 40d RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it flips to a 3x short S&P 500 fund when a volatility ETF’s momentum is very hot; otherwise it owns the strongest of levered Microsoft, NVIDIA, or Exxon based on 40‑day momentum. Highly concentrated and can be very volatile.
NutHow it works
Each day: - Check a 40‑day RSI (a 0–100 momentum “heat meter”) on VIXM, an ETF tied to expected stock‑market volatility. - If that reading > 69 (fear surging), go 100% into SPXU, a 3x inverse S&P 500 fund (it rises when the S&P 500 falls). - Otherwise, buy whichever has the strongest 40‑day RSI: MSFU (1.5x Microsoft), NVIDIA (NVDA), or Exxon Mobil (XOM). Recheck daily and switch if the leader changes.
CheckmarkValue prop
Out-of-sample annualized return ~33.8% vs 23.4% for the S&P, with a volatility-regime hedge and concentrated momentum in MSFT/NVDA/XOM. Higher upside, but larger drawdowns (~55% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.430.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
91%21.57%-0.15%0.4%1.33
Direxion SS 40d RSI
344.66%56.88%2.19%21.39%1.25
Initial Investment
$10,000.00
Final Value
$44,466.12
Regulatory Fees
$75.45
Total Slippage
$500.30
Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, volatility filter, leveraged etfs, long/short, sector rotation, concentrated, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
MSFU
Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X Shares
Stocks
NVDA
Nvidia Corp
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XOM
Exxon Mobil Corporation
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.

"Direxion SS 40d RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Direxion SS 40d RSI" is currently allocated toXOM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Direxion SS 40d RSI" has returned 37.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Direxion SS 40d RSI" is 55.29%. 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 "Direxion SS 40d RSI", 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.