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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

Daily switches between a 3x Nasdaq-100 fund (TQQQ) and a leveraged VIX futures fund (UVXY) using a short-term “overheated” read (10-day RSI) on the S&P 500: ride big-tech most days, flip to volatility when the market looks stretched.
NutHow it works
Each day it checks a 10‑day “heat” gauge (RSI) on SPY, an S&P 500 fund. RSI scores 0–100; above ~80 means prices have sprinted and may be stretched. If RSI > 82, it buys UVXY, a fund that jumps when market volatility (fear) spikes. Otherwise it buys TQQQ, a 3x version of the Nasdaq‑100 (big tech). It always holds one of these and rechecks daily. Both are highly volatile leveraged funds.
CheckmarkValue prop
Out-of-sample edge: ~26% annualized return vs SPY ~14%, via daily tech-levered gains and volatility spikes. Higher upside, but larger drawdowns (~58% vs ~19%), and a different risk profile (Sharpe lower, Calmar ~0.45).

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Invest in this strategy
OOS Start Date
Dec 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Rules-based, rsi signal, mean reversion, volatility, leveraged etfs, etf rotation, daily rebalance
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 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 26.28%. 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, crypto, and options.