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

About

Daily tactical S&P 500 plan: ride uptrends with UPRO, buy oversold dips, short via SDS when overbought in downtrends, else sit in TLT/IEF/GLD (bonds and gold) sized by inverse volatility.
NutHow it works
Each day: If UPRO (3× S&P 500) is above its 200‑day average, hold 100% UPRO. If not: if its 2‑day RSI (a quick 0–100 “hot/cold” gauge) is <17.5, buy UPRO for a bounce; if >95, hold SDS (−2× S&P 500). Otherwise hold TLT/IEF (U.S. Treasuries) and GLD (gold), sized more to the calmer ones using 30‑day inverse‑vol. Rebalance daily.
CheckmarkValue prop
Out-of-sample, this rules-based strategy targets ~36% annualized return vs ~17% for the S&P, with higher but controlled downside (~31% max drawdown vs ~19%), and better risk-adjusted results (Calmar ~1.16) via trend leverage and defensive hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.181.70.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
656.48%13.82%1.36%5.73%0.84
RSI 2 Upro
22,749.55%41.55%2.67%13.9%1.07
Initial Investment
$10,000.00
Final Value
$2,284,955.09
Regulatory Fees
$3,385.86
Total Slippage
$22,096.86
Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend + mean reversion, leveraged etfs, risk-on/risk-off, s&p 500 focus, treasuries and gold
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.

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

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

Year-to-date, "RSI 2 Upro" has returned 35.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 Upro" is 31.02%. 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 Upro", 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.