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Symphonies
o4Fish's RSI-based asset allocation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily RSI-driven asset allocator that rotates among UVXY (volatility hedge), VOO/SPUU/TQQQ (equity exposure), CURE (healthcare 3x), QYLD (income), and QQQ as signals allow, aiming to ride momentum while hedging risk.
NutHow it works
RSI signals across multiple timeframes and tickers guide daily allocations. If short-term momentum is extreme (SPY/QQQ RSI very high), allocate to UVXY for hedging. Otherwise, tilt among VOO, SPUU, TQQQ, CURE, QYLD based on RSI windows (10-day for SPY/QQQ and 14-day for VOO) and thresholds. The process repeats every day with equal baseline cash and adjustments to the chosen assets. The goal is to balance momentum-driven equity exposure with hedges and sector/income tilts.
CheckmarkValue prop
Out-of-sample return ~43.8% vs ~21.4% for the S&P, with lower drawdown (~17.5% vs ~18.8%) and Calmar ~2.51. RSI-driven rotations with hedges and leverage deliver higher, steadier risk-adjusted gains than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.40.980.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
327.33%13.12%-2.02%-1.16%0.8
o4Fish's RSI-based asset allocation
28,498.24%61.64%0.97%0.39%1.54
Initial Investment
$10,000.00
Final Value
$2,859,823.70
Regulatory Fees
$19,095.31
Total Slippage
$124,316.38
Invest in this strategy
OOS Start Date
Jun 13, 2023
Trading Setting
Daily
Type
Stocks
Category
Rsi-based asset allocation, multi-asset, leveraged etfs, hedging, backtest
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QYLD
Global X Funds Global X NASDAQ-100 Covered Call ETF
Stocks
SPUU
Direxion Daily S&P 500 Bull 2X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOO
Vanguard S&P 500 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.

"o4Fish's RSI-based asset allocation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"o4Fish's RSI-based asset allocation" is currently allocated toQYLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "o4Fish's RSI-based asset allocation" has returned 40.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "o4Fish's RSI-based asset allocation" is 17.49%. 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 "o4Fish's RSI-based asset allocation", 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.