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Symphonies
Fund Surf (1x) - RSI Hedge
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, single‑ETF rotation that uses a “heat meter” (RSI) to spot uptrends, downtrends, and extremes. It buys dips in uptrends, shorts weakness in downtrends, uses UVXY as a crash hedge, and parks in short‑term Treasuries when signals are mixed.
NutHow it works
Every day it asks: Is the market extremely hot? If yes, buy a volatility hedge (UVXY). If volatility is already spiking, go defensive (short Nasdaq or short‑term bonds). Otherwise, check the trend: in uptrends, buy the dip in SPY/QQQ/short Treasuries; in downtrends, either short SPY/QQQ or sit in T‑Bills.
CheckmarkValue prop
RSI-driven daily rotation with volatility hedges delivers ~19.5% out-of-sample annualized return, ~1.20 Sharpe, and ~21% max drawdown—providing stronger risk-adjusted returns and built-in downside protection vs the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi-based rotation, volatility hedge, inverse etfs, regime switching, daily rebalance
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.

"Fund Surf (1x) - RSI Hedge" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fund Surf (1x) - RSI Hedge" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Surf (1x) - RSI Hedge" has returned 19.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fund Surf (1x) - RSI Hedge" is 20.99%. 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 "Fund Surf (1x) - RSI Hedge", 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.