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Symphonies
RSI 82
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive switch: stay in 3x Nasdaq (TQQQ) unless the S&P 500 looks extremely overheated (10-day RSI > 82). Then flip into UVXY, a volatility spike bet. Checked daily. Very high risk and whipsaw potential.
NutHow it works
Each day it checks a 0–100 "heat" score (RSI) for SPY (the S&P 500). RSI looks at the last 10 days: a high number means price ran up fast. If RSI > 82 (very hot), it buys UVXY, a volatility fund that tends to jump when stocks fall. Otherwise it buys TQQQ, a fund targeting 3x the Nasdaq-100's daily move (big tech). Rebalanced daily.
CheckmarkValue prop
Out-of-sample upside: ~25% annualized return vs ~14% for the S&P, driven by a bold TQQQ tilt with a volatility hedge in heat. Higher drawdowns require risk-tolerant investors chasing outsized tech-led gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.123.320.830.91
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
RSI 82
67,617.35%57.32%4.53%-11.17%1.05
Initial Investment
$10,000.00
Final Value
$6,771,734.85
Regulatory Fees
$1,691.32
Total Slippage
$10,945.68
Invest in this strategy
OOS Start Date
Dec 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical rotation, rsi signal, volatility hedge, daily rebalance, high risk, tech-heavy
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra 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 82" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI 82" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 82" has returned 10.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 82" is 58.04%. 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 82", 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.