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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

Daily, it sizes between TECL (leveraged tech) and SHV (T‑bills) using a 10‑day RSI on TQQQ. It buys more TECL only when tech is extremely oversold; otherwise it parks in SHV, stepping from 100% TECL at RSI<15 to 100% SHV at RSI≥31.
NutHow it works
Each day it checks a 10‑day RSI on TQQQ—a 3x fund tied to the tech‑heavy Nasdaq‑100. RSI is a 0–100 score of how beaten‑down price has been; lower = more recent selling. It then splits between TECL (a 3x tech fund) and SHV (T‑bills): the lower the RSI, the more TECL. If RSI <15 it’s 100% TECL; as RSI rises to 31 it steps down TECL and adds SHV; at ≥31 it holds only SHV. TQQQ is used as the tech ‘thermometer.’
CheckmarkValue prop
Out-of-sample, ~22.5% annualized return with max drawdown ~7.3% and Calmar ~3.1—far stronger risk control than the S&P 500, delivering comparable upside via a disciplined, RSI-driven tech tilt with ballast in T-bills.
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
707.4%13.92%-1.77%0.2%0.85
Risk Adjusted RSI Strategy
633.01%13.24%0.25%3.38%1.04
Initial Investment
$10,000.00
Final Value
$73,301.31
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 timing, rsi-based, leveraged tech, nasdaq-100 proxy, t-bills, daily rebalance
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 ETF
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 22.64%. 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.