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Symphonies
RSI 2 Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, equal‑weighted, multi‑asset strategy that buys sharp 2‑day dips, steps aside or hedges when markets look overheated, uses trend filters to avoid slumps, and sits in a low‑vol stock‑bond‑gold mix when there’s no clear edge.
NutHow it works
Your money is split evenly across 7 sleeves: Bitcoin (GBTC), US stocks (UPRO/SDS), long Treasuries (TMF/TMV), gold (GLD/GLL), broad commodities (PDBC), managed futures (DBMF), and short volatility (SVXY). Each day each sleeve: 1) If price is above its trend line, hold it. 2) If not, buy only on a sharp 2‑day dip. 3) If it’s overheated, move to cash (BIL) or the opposite ETF. 4) Otherwise, park in a low‑vol mix of SPY/IEF/TLT/GLD.
CheckmarkValue prop
Outperform the S&P on a risk-adjusted basis with lower drawdowns. Our out-of-sample results: ~24.6% annualized return vs 17.1% for the S&P, Sharpe 1.66 vs 0.97, max drawdown 10.1% vs 18.8%, beta ~0.59. Diversified, adaptive, daily-rebalanced strategy.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.460.340.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
147.3%14.59%-1.77%0.2%0.78
RSI 2 Portfolio
436.14%28.74%0.02%4.5%1.68
Initial Investment
$10,000.00
Final Value
$53,613.92
Regulatory Fees
$257.51
Total Slippage
$1,493.40
Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, mean reversion, trend filter, leveraged/inverse etfs, daily rebalanced, risk-parity defensive mix
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
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.

"RSI 2 Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI 2 Portfolio" is currently allocated toGBTC, IEF, SVXY, DBMF, SPY, GLD, TLTandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 Portfolio" has returned 18.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 Portfolio" is 10.06%. 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 "RSI 2 Portfolio", 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.