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

About

A Nasdaq-focused, RSI-driven tactical strategy that mostly holds QLD and switches to volatility hedges or 3x bets (TQQQ/TECL) based on momentum; uses BIL in sideways markets for capital preservation. 100% single-asset allocations.
NutHow it works
A Nasdaq-focused strategy that mostly uses QLD (2x Nasdaq) as the baseline. It watches QQQ's RSI (momentum) signals to decide whether to stay leveraged, hedged with volatility or inverse exposures, or shift to the safer short-term Treasuries (BIL) when the market looks range-bound. If momentum is very strong, it tilts to 3x Nasdaq bets (TQQQ, TECL); if momentum is very weak, it buys Nasdaq-leveraged hedges or inverses (UVXY, SQQQ). In sideways markets, it favors QQQ or BIL depending on signals. Weights are 100% in one instrument at a time (no multi-asset blends) and no automatic rebalancing occurs within a corridor. Key tickers and what they do are explained above for clarity to non-specialists.
CheckmarkValue prop
Out-of-sample, this Nasdaq-focused RSI strategy shows ~74% annualized return with Sharpe ~1.37 and Calmar ~2.27 versus SPY, leveraging Nasdaq upside with hedges for enhanced risk-adjusted returns; note higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.571.470.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Infinite RSI! - QQQ
1,948,715.14%98.41%-4.35%-0.66%1.65
Initial Investment
$10,000.00
Final Value
$194,881,513.55
Regulatory Fees
$253,106.44
Total Slippage
$1,807,322.16
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, tactical allocation, leveraged etfs, volatility hedging
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

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

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

Year-to-date, "Infinite RSI! - QQQ" has returned 57.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Infinite RSI! - QQQ" is 32.51%. 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! - QQQ", 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.