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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

Daily, it picks one ETF using RSI (a hot/cold 0–100 gauge): fade very hot markets with UVXY; otherwise rotate among VOO, SPUU, CURE, QYLD, or TQQQ based on how strong/weak conditions look. Uses leveraged ETFs, so risk is high.
NutHow it works
It uses RSI (a 0–100 “hot/cold” score from recent price moves). If broad US stock funds SPY/QQQ look extremely hot (10‑day RSI > ~80), it buys UVXY (a volatility fund that jumps when markets wobble). Otherwise it uses 14‑day RSI of VOO (S&P 500) to pick: >70 CURE (3× healthcare), 60–70 SPUU (2× S&P), 40–60 QYLD (Nasdaq‑100 covered‑call income), else VOO. If tech is very cold (TQQQ RSI <30) it buys TQQQ (3× Nasdaq‑100) instead.
CheckmarkValue prop
Out-of-sample edge: annualized return 43.8% vs 21.4% for SPY, lower max drawdown 17.5% vs 18.8%, Calmar ~2.51, Sharpe ~1.31. A simple RSI-driven rotation offers more upside with comparable risk vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 13, 2023
Trading Setting
Daily
Type
Stocks
Category
Rsi rotation, leveraged etfs, us equities, volatility hedge, sector tilt, daily rebalancing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
CURE
Direxion Daily Healthcare Bull 3X Shares
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 Shares
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 41.88%. 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.