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Symphonies
QQQ 10d RSI > 78 | UVXY
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple contrarian timer: when QQQ’s short‑term momentum gets extremely hot (10‑day RSI > 78), it jumps into UVXY to bet on a volatility spike; otherwise it stays in BIL (cash‑like T‑Bills). High risk during UVXY periods; mostly parked in cash otherwise.
NutHow it works
Each day the strategy checks QQQ (a big‑tech index fund). It computes a 10‑day RSI, a 0–100 “heat” score of recent gains vs losses. If RSI > 78 (QQQ very hot/extended), it buys UVXY—a fund that tends to surge when stocks drop and volatility spikes. Otherwise it holds BIL (short‑term T‑Bills). It rechecks and can switch daily.
CheckmarkValue prop
Out-of-sample, this contrarian volatility-timing strategy delivers superior risk-adjusted returns and dramatic downside protection: Sharpe 1.37 vs 1.29; drawdown ~3% vs ~19%; Calmar ~3.08. Mostly cash, UVXY on spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.26-0.160.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
684.18%15.67%1.2%6.23%0.95
QQQ 10d RSI > 78 | UVXY
1,951.72%23.81%0.34%5.23%0.99
Initial Investment
$10,000.00
Final Value
$205,171.98
Regulatory Fees
$231.56
Total Slippage
$1,585.52
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Contrarian, momentum trigger, volatility trading, rsi, tactical timing, vix etp, cash/t‑bills
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.

"QQQ 10d RSI > 78 | UVXY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QQQ 10d RSI > 78 | UVXY" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QQQ 10d RSI > 78 | UVXY" has returned 8.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QQQ 10d RSI > 78 | UVXY" is 2.87%. 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 "QQQ 10d RSI > 78 | UVXY", 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.