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

About

Daily tactic on 7–10yr US Treasuries: trend (100‑day average) plus 2‑day RSI extremes to switch between TYD (3x long) and TYO (3x short). If bonds look weak, rotate to a low‑vol mix of SPY (stocks) and GLD (gold).
NutHow it works
Each day: TYD = 3x long 7–10yr US Treasuries; TYO = 3x short; SPY = US stocks; GLD = gold. If TYD is above its 100‑day average, hold TYD—unless TYD looks extremely “hot” (RSI, a 0–100 pulse of recent up vs down moves, >90), then switch to TYO. If below the average, buy TYD only if very “cold” (RSI<20); otherwise own SPY+GLD sized so the steadier one gets more. Rebalances daily.
CheckmarkValue prop
Lower drawdowns and steadier risk: out-of-sample max drawdown 11.37% vs SPY 18.76%, Calmar ~0.54, near-zero beta, plus bond–stocks–gold diversification. Protect capital while enabling selective equity exposure when favorable.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.12-0.010-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
803.87%14.31%-0.15%0.4%0.87
RSI 2 TYD
443.43%10.83%4.16%7.21%0.62
Initial Investment
$10,000.00
Final Value
$54,342.56
Regulatory Fees
$1,145.60
Total Slippage
$6,761.09
Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, mean reversion, us treasuries, leveraged etfs, rsi(2), 100-day ma, risk parity, stocks, gold, daily rebalancing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index symbol AXSVTN)
Stocks
TYO
Direxion Daily 7-10 Year Treasury Bear 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index; symbol AXSVTN)
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 TYD" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI 2 TYD" is currently allocated toTYD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 TYD" has returned 6.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 TYD" is 11.37%. 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 TYD", 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.