Skip to Content
Symphonies
RSI 2 Upro
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressively ride S&P 500 uptrends with UPRO, buy sharp dips, short overheated rallies with SDS, and otherwise sit in a risk‑balanced mix of Treasuries and gold. Rebalanced daily; uses leverage and is high risk.
NutHow it works
Each day: 1) If the market is in an uptrend (price above its 200‑day average), buy UPRO (targets 3× the S&P 500’s daily move). 2) Otherwise use a 2‑day RSI (a 0–100 “heat meter”): if <17.5, buy UPRO; if >95, buy SDS (−2× the S&P). 3) If neither, hold TLT/IEF (Treasury bonds) and GLD (gold), weighted more to the calmer one (last 30 days).
CheckmarkValue prop
High-upside, risk-managed strategy: out-of-sample annualized return ~35.4% vs 17.1% for the S&P; Calmar ~1.14. Uses trend-following with hedges (bonds/gold) to ride uptrends and capture dips, though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.171.710.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
643.67%13.45%-1.77%0.2%0.82
RSI 2 Upro
20,613.93%39.84%-6.86%-3.49%1.04
Initial Investment
$10,000.00
Final Value
$2,071,392.78
Regulatory Fees
$3,509.26
Total Slippage
$22,924.82
Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, leveraged s&p 500, inverse hedge, bonds, gold
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SDS
ProShares UltraShort S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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 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 19.88%. 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, and options.