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Symphonies
Infinite RSI | QQQ
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tech‑heavy Nasdaq‑100 strategy that buys volatility (VIXY) when QQQ looks overheated, buys 3x tech (TQQQ/TECL) when it’s washed out, and otherwise uses trend checks to choose 2x long (QLD), 1x long (QQQ), or short (PSQ).
NutHow it works
It uses QQQ (Nasdaq‑100) as the gauge. RSI = a “heat meter” of recent gains/losses: high = overheated; low = washed‑out. Checked daily. • Overheated → VIXY (benefits when volatility jumps). • Washed‑out → 3x tech (TQQQ + TECL). • Otherwise: if long‑term trend up → QLD (2x); if only short‑term up → QQQ; if down → PSQ (short). Tickers: TQQQ/TECL=3x tech; QLD=2x; PSQ=−1x; VIXY=long volatility.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.42 vs 1.00, annualized return 81.7% vs 17.8%, Calmar 3.30. Max drawdown 24.8% vs 18.8%. Tech-heavy, volatility-hedged, regime-switching strategy delivering superior risk-adjusted gains vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Nasdaq-100, tech-heavy, leveraged etfs, volatility hedge, mean reversion, trend following, daily rebalance
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 | QQQ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Infinite RSI | QQQ" has returned 81.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Infinite RSI | QQQ" is 24.78%. 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, crypto, and options.