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Symphonies
Hedged Regime Switching - RSI Hedge
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily ETF strategy that tries to sidestep crashes and buy dips. It rotates among stock index funds (and 2–3x versions), inverse funds, a volatility hedge (UVXY), and cash-like T‑Bills using hot/cold scores (RSI) and trend filters.
NutHow it works
Daily checklist. First, it looks for extremes using a 0–100 “hot/cold” score (RSI): if stocks look overheated or fear is spiking, it buys a volatility hedge (UVXY) or hides in short bonds (BSV) or a Nasdaq short (PSQ). Otherwise it classifies the market (up or down) using trend/RSI, then: • Uptrend: buy the one that just pulled back among SPY/QQQ or their 2–3x versions. • Downtrend: use inverse funds (QID/SQQQ/SPXU) or sit in T‑Bills (BIL). It often parks in BIL when signals are unclear or short‑term strength is present. Main exposures: S&P 500, Nasdaq (tech), Treasuries/cash, staples, and a volatility hedge (UVXY).
CheckmarkValue prop
Out-of-sample, this rule-based ETF rotation with hedges posts about 37.5% annualized returns vs SPY’s 23.2%, with beta ~0.62 and Calmar ~1.40—offering strong risk-adjusted gains. Drawdowns can be larger in crashes due to hedging.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.620.360.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
627.07%14.97%2.19%5.01%0.92
Hedged Regime Switching - RSI Hedge
577,345.37%83.89%2.68%10.16%1.81
Initial Investment
$10,000.00
Final Value
$57,744,536.72
Regulatory Fees
$233,196.67
Total Slippage
$1,653,545.29
Invest in this strategy
OOS Start Date
Sep 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime switching, etf rotation, volatility hedge, leveraged/inverse etfs, mean reversion, trend + rsi signals, daily rebalanced
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 Shares
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hedged Regime Switching - RSI Hedge" has returned 37.47%. 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, crypto, and options.