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Symphonies
High Win Rate Test (illogic removed)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, RSI-driven switcher that fades “too hot” markets (via UVXY or inverse 3x tech/semis) and buys “too cold” dips (3x tech/semis/biotech or long bonds). If no clear edge, it parks in T‑bills. Extremely high risk and very active.
NutHow it works
Each day it checks a simple 0–100 “heat gauge” (RSI) on big markets (IOO=global giants, SPY=S&P 500, QQQ/TQQQ=Nasdaq 100). - If markets look too hot, it bets on a pullback: volatility (UVXY) or inverse 3x tech/semis (TECS, SOXS). - If sectors look washed out, it buys 3x bull funds: tech (TECL), semis (SOXL), biotech (LABU), or long bonds (TMF). - Else it holds T‑bills (BIL). Very aggressive; shifts daily.
CheckmarkValue prop
Out-of-sample, this RSI-driven strategy delivers ~30% annualized return, a Calmar ~1.08 and Sharpe ~0.73, with max drawdown ~28%. It outperforms on risk-adjusted basis while using cash when no edge exists.

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Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, rsi signals, leveraged etfs, volatility trading, tech/semis/biotech focus, daily rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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.

"High Win Rate Test (illogic removed)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"High Win Rate Test (illogic removed)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "High Win Rate Test (illogic removed)" has returned 27.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "High Win Rate Test (illogic removed)" is 27.70%. 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 "High Win Rate Test (illogic removed)", 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.