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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

Buys semiconductor leverage in 20% steps only when the market is weak and QQQ is deeply oversold; otherwise parks in cash‑like T‑bills. Uses a 200‑day trend filter (SPY) and multi‑window RSI on QQQ to scale risk.
NutHow it works
First, check SPY (S&P 500) vs its 200‑day average (a long‑term trend line). If SPY is above it, hold BIL (1–3 mo T‑bill ETF; cash‑like). If SPY isn’t above it, look at QQQ (Nasdaq‑100) RSI, a 0–100 gauge of recent drops: lower=more oversold. For each window 5/10/20/40/80 days where QQQ’s RSI is below 15/30/35/40/45, put 20% in SOXL (3× leveraged semiconductor ETF; very risky). The rest stays in BIL.
CheckmarkValue prop
Out-of-sample: ~21.83% annualized vs SPY ~21.57%. Gains arise in weak markets via selective 3x semiconductor bets with cash cushions in uptrends. Calmar ~0.94 and Sharpe ~0.60 indicate solid risk-adjusted upside amid volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.40.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.49%13.66%-1.77%0.2%0.83
QQQ RSI list
859.23%15.19%0.27%0.86%0.8
Initial Investment
$10,000.00
Final Value
$95,922.97
Regulatory Fees
$94.42
Total Slippage
$352.04
Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, mean-reversion, rsi, leveraged etfs, semiconductors, market-timing, cash-alternatives
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 20.16%. 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, and options.