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

About

Daily: if volatility’s 40‑day RSI (via VIXM) is hot (>69), short the S&P 500 with SPXU. Otherwise, put 100% into the strongest of MSFU (1.5× Microsoft), NVDA (Nvidia), or XOM (Exxon) based on 40‑day RSI.
NutHow it works
Each day, it checks a 40‑day RSI (a 0–100 score of recent price strength) on VIXM, an ETF tied to market volatility. If that RSI is above 69, it buys SPXU (a 3× inverse S&P 500 fund). Otherwise, it puts 100% into whichever has the highest 40‑day RSI: MSFU (1.5× Microsoft), NVDA (Nvidia), or XOM (Exxon). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~33.8% annualized return vs S&P ~23.4%, with a volatility-triggered SPXU switch and MSFT/NVDA/XOM momentum tilt. Higher upside but larger drawdowns and a lower Sharpe—disciplined regime-driven alpha relative to the S&P.

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Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, volatility trigger, leveraged/inverse etfs, daily rebalance, tech and energy tilt
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
MSFU
Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF
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 40.30%. 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.