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Symphonies
Rotating Super SPY with RSI OB VIXation
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based ETF portfolio: when SPY/QQQ look “too hot” (RSI > ~80), it shifts into T‑bills and a VIX hedge (VIXY). Otherwise it holds SPY if in uptrend, rotates among strong sectors, and owns TLT only when its long-term trend is up.
NutHow it works
RSI is a speedometer of recent gains. If QQQ or SPY RSI > ~80, the plan goes defensive: mostly T‑bills (BIL) plus a market‑fear hedge (VIXY), sized by how hot it is. Otherwise it splits money between: a core SPY trend sleeve (own SPY above its 200‑day average, else cash/XLP/GLD), four sector sleeves (XLK/XLF/XLE/XLU) held only on short‑term strength, and a bond sleeve (TLT) owned when its long trend is up.
CheckmarkValue prop
Out-of-sample edge: ~23% annualized vs 19% for S&P, Sharpe ~1.29 vs 1.06, Calmar ~1.88, max drawdown ~12.2% vs 18.8%. A rules-based mix of trends, sector rotation, and VIX/T-bill hedge delivers higher risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, momentum, trend-following, sector rotation, volatility hedge, 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.

"Rotating Super SPY with RSI OB VIXation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rotating Super SPY with RSI OB VIXation" is currently allocated toXLF, SPY, XLE, TLTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Super SPY with RSI OB VIXation" has returned 23.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rotating Super SPY with RSI OB VIXation" is 12.25%. 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 "Rotating Super SPY with RSI OB VIXation", 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.