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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 switcher. If volatility (VIXM) is surging per a 40‑day RSI >69, it shorts the market via SPXU (3× inverse S&P 500). Otherwise it goes all‑in on the strongest of MSFU (1.5× Microsoft), NVDA, or XOM. Momentum-driven, concentrated, and leveraged.
NutHow it works
Each day the strategy scores VIXM (a volatility ETF) using a 40‑day RSI, a 0–100 gauge of how strongly it’s been rising. If that score >69, it buys SPXU (a 3× inverse S&P 500 ETF). Otherwise it buys the single strongest of: MSFU (1.5× Microsoft), NVDA (Nvidia), or XOM (Exxon). It puts 100% into the pick and can switch daily.
CheckmarkValue prop
Out-of-sample edge: ~30% annualized returns vs ~24% for the S&P, driven by volatility timing and a strong momentum signal that can tilt to 3× SPX during spikes. Higher upside in trends, but notable drawdown risk in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.191.480.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
90.24%23.26%1.36%5.73%1.39
Direxion SS 40d RSI
266.22%52.51%-8.64%-2.13%1.17
Initial Investment
$10,000.00
Final Value
$36,622.01
Regulatory Fees
$73.16
Total Slippage
$485.60
Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, volatility timing, daily rebalanced, leveraged etfs, inverse etf, us equities, single-asset rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 30.04%. 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, crypto, and options.