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Symphonies
QQQ RSI list
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

In weak markets, it buys a 3× semiconductor fund (SOXL) in stages only after sharp drops in QQQ; otherwise it sits in cash‑like T‑Bills (BIL). In strong markets, the “bull” bucket is a placeholder (here set to BIL). High risk when in SOXL.
NutHow it works
1) Check the S&P 500 trend: is SPY above its 200‑day average? If yes, use the “bull‑market” bucket (currently cash‑like T‑Bills via BIL). 2) If not, split money into 5 equal parts. For each part, ask if the Nasdaq‑100 (QQQ) has fallen fast (low RSI = a low score of recent momentum) over 5/10/20/40/80 days. If yes, that part buys a 3× semiconductor fund (SOXL); if not, it stays in BIL.
CheckmarkValue prop
Out-of-sample edge: ~23.9% annualized return vs S&P 22.3%, Calmar ~1.03, with disciplined dip-buy in semis for higher upside—balanced by higher drawdowns and levered risk vs the broad market.

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Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, rsi timing, regime filter, leveraged etfs, semiconductors, risk-on/risk-off
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 RSI list" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QQQ RSI list" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QQQ RSI list" has returned 23.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QQQ RSI list" is 23.26%. 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 RSI list", 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.