Skip to Content
[PUB] WAM + Colonel Sanders [RSI 20d SPY TFLO]
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

RSI-driven, multi-asset momentum with dynamic selection across leveraged and inverse ETFs; aims to chase short-term upside and hedge downside; heavy risk; complex, not for buy-and-hold.
NutHow it works
RSI windows and relative strength guide asset selection; blocks weight and allocate cash across chosen assets; uses basic momentum sorting (bottom/top) and simple filters to decide exposure; overall rebalance is limited to a narrow corridor.
CheckmarkValue prop
RSI-driven, multi-asset momentum across leveraged/inverse ETFs targets higher upside vs the S&P 500. OOS return ~37.7% vs 20.7% for SPY, with larger drawdowns (~50% vs ~19%). Higher growth, higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
1.810.910.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
71.41%15.08%-2.02%-1.16%0.9
56,181.13%420.89%-0.27%-12.7%2.51
Initial Investment
$10,000.00
Final Value
$5,628,112.56
Regulatory Fees
$44,631.37
Total Slippage
$299,947.10
Invest in this strategy
OOS Start Date
Jul 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Rsi-based momentum, multi-asset, leveraged etfs, hedging, short-term trend following
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
FNGS
MicroSectors FANG+ ETNs due January 8, 2038
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
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.

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

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

Year-to-date, the symphony has returned 42.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.01%. 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, and options.