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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

When the S&P 500 is above its 200‑day average, hold T‑bills. Otherwise, buy SOXL (a 3× semiconductor ETF) in 20% chunks whenever QQQ’s RSI shows weakness across 5 timeframes; untriggered chunks remain in T‑bills.
NutHow it works
1) Check SPY (S&P 500 fund) vs its 200‑day avg. If above, park in BIL (T‑bills). 2) If not, split money into 5 equal parts. For each, look at QQQ (Nasdaq‑100) RSI, a 0–100 score of recent ups vs downs (low = recently sold off), over 5/10/20/40/80 days. If below 15/30/35/40/45, that part buys SOXL (3× semis); otherwise it stays in BIL. Result: 0–100% SOXL in 20% steps.
CheckmarkValue prop
Out-of-sample: ~21.8% annualized return vs SPY 21.6%, solid risk-adjusted (Calmar ~0.94, Sharpe ~0.60). Benefits: cash in uptrends and contrarian SOXL bets on tech weakness; potential alpha with higher drawdowns than the S&P.
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
691.05%13.84%-0.15%0.4%0.84
QQQ RSI list
858.08%15.22%0.27%0.87%0.8
Initial Investment
$10,000.00
Final Value
$95,807.68
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
Contrarian timing, multi-timeframe rsi, trend filter, leveraged etfs, semiconductor sector, cash/t-bill parking
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 Shares
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 20.58%. 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.