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Symphonies
Infinite RSI! 1.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Swings between turbo‑charged tech on dips, volatility/short exposure when QQQ looks overheated, and simple trend following otherwise; parks in T‑bills when the trend turns weak.
NutHow it works
It watches QQQ (big tech index fund). RSI is a 0–100 gauge of recent buying vs. selling: very hot = overbought, very cold = oversold. When QQQ looks very hot, it moves to UVXY (volatility) or SQQQ (3x short). When very cold, it buys TQQQ (3x QQQ) + TECL (3x tech). If no extreme, it uses trend: strong uptrend → QLD (2x QQQ); sideways → QQQ; weak/down → BIL (T‑bills).
CheckmarkValue prop
Out-of-sample: ~64% annualized return and Sharpe ~1.23 vs S&P ~18% return and ~1.00. Calmar ~2.04. Higher upside from tech-rotation hedges; accepts larger drawdowns for stronger risk-adjusted performance than the S&P.

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Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, rsi mean reversion, leveraged etfs, nasdaq-100, volatility hedge, trend following
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.

"Infinite RSI! 1.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Infinite RSI! 1.1" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Infinite RSI! 1.1" has returned 64.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Infinite RSI! 1.1" is 31.58%. 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 "Infinite RSI! 1.1", 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.