Skip to Content
Symphonies
Hedged Regime Switching - RSI Hedge
Today’s Change
—

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

About

Daily, rules-based “risk-on/risk-off” system using a 0–100 momentum gauge (RSI) and trend filters to hedge crashes (UVXY), buy dips with leveraged stock ETFs, short weak markets with inverse ETFs, or sit in cash-like T‑bills.
NutHow it works
Rebalances daily. It flips between: stocks (SPY/QQQ), leveraged bulls (QLD, SSO, TQQQ, SPXL), inverse bears (PSQ, QID, SQQQ, SPXU), cash‑like T‑bills (BIL), bonds (SHY, BSV, TLT), dollar (UUP), and volatility (UVXY). It reads RSI (0–100; >70 overheated, <30 washed‑out) and trends. Overheated/panic → hedge or go defensive. Uptrends → buy the recent laggard. Downtrends → short or hide in T‑bills.
CheckmarkValue prop
OOS: ~38.4% annualized return vs SPY’s ~23.2%, strong risk metrics Calmar 1.44, Sharpe 1.25. Drawdowns higher: 26.7% vs 18.8%, but regime-switching aims to protect in crashes and capture uptrends.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, rsi/trend signals, volatility hedge, leveraged/inverse etfs, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Hedged Regime Switching - RSI Hedge" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hedged Regime Switching - RSI Hedge" is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hedged Regime Switching - RSI Hedge" has returned 31.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hedged Regime Switching - RSI Hedge" is 26.70%. 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 "Hedged Regime Switching - 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, and options.