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Symphonies
Infinite RSI! - QQQ | Slim(mer) | WAM Bear
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily system that flips between leveraged tech longs, a volatility hedge (VIXY), and inverse funds based on how “hot” or “cold” QQQ looks (via RSI) plus simple trend checks, with a momentum/mean‑reversion fallback when signals are mixed.
NutHow it works
Daily, it watches QQQ (Nasdaq‑100) and SPY (S&P 500) using RSI, a 0–100 gauge of how fast price has been rising vs falling. Very high RSI = overheated; very low = washed‑out. - Overheated QQQ → park in VIXY (volatility/fear). - Washed‑out QQQ → buy TQQQ/TECL (3x Nasdaq/tech). - Mild uptrend → hold QLD (2x QQQ) or QQQ. - No clear read → a short‑term picker compares AGG (bonds) vs QQQ, then chooses a few bull or bear ETFs (tech, semis, small caps, real estate) with weak recent returns, aiming for a bounce. Very aggressive; big swings.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.31 vs S&P ~1.00, Calmar ~3.04, and ~82.7% annualized return vs 17.8%. RSI-driven, tech-heavy, with leveraged bets and VIX hedges. Higher drawdowns but far bigger, smarter upside than the S&P.

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Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi-based market timing, leveraged etfs, volatility hedge (vixy), momentum/mean-reversion, tech-heavy, daily rebalancing
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.19%. 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 the symphony, 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.