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Symphonies
Risk Adjusted RSI Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A dip‑buying, rules‑based plan: it buys leveraged tech (TECL) only when TQQQ’s 10‑day RSI is very low, and otherwise sits in T‑bills (SHV). Exposure scales from 100% TECL at RSI<15 down to 0% at RSI≥31, rebalanced daily.
NutHow it works
Each day it reads a 10‑day RSI on TQQQ (a 3× Nasdaq‑100 fund). Think of RSI as a 0–100 “heat meter” of recent price moves: low = just fell hard, high = ran up. It then scales between TECL (3× tech) and SHV (T‑bills): RSI<15 → 100% TECL; 20 ≈ 71/29; 25 → 50/50; 30 ≈ 14/86; 31+ → 0/100. Leveraged funds are very volatile.
CheckmarkValue prop
Out-of-sample, this RSI-driven dip-buy blends TECL upside with SHV ballast: ~22.5% annualized vs S&P, but only ~7.3% max drawdown vs ~18.8%; beta ~0.65; Calmar ~3.1— delivering stronger risk-adjusted performance than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.250.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
724.66%14.11%-0.15%0.4%0.86
Risk Adjusted RSI Strategy
632.08%13.26%2.79%3.42%1.04
Initial Investment
$10,000.00
Final Value
$73,208.23
Regulatory Fees
$80.14
Total Slippage
$349.86
Invest in this strategy
OOS Start Date
Jan 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, rsi-based, leveraged tech, cash/t-bills, daily rebalancing
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro 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.

"Risk Adjusted RSI Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk Adjusted RSI Strategy" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk Adjusted RSI Strategy" has returned 22.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Risk Adjusted RSI Strategy" is 7.25%. 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 "Risk Adjusted RSI Strategy", 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.