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Symphonies
RSI-based asset allocation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily ETF rotation that uses RSI “hot/cold” readings on SPY/QQQ/VOO to switch among S&P 500 (VOO), covered-call income (QYLD), moderate leverage (SSO), tech rebound (TECL), or a volatility hedge (UVXY) to press trends and cushion pullbacks.
NutHow it works
It checks RSI (a 0–100 “hot/cold” price gauge). If SPY or QQQ RSI >80, buy UVXY (volatility fund). If QQQ RSI <30, buy TECL (3× tech). Otherwise use VOO/SSO/QYLD by VOO’s RSI: ≤40 VOO; 40–60 QYLD; 60–70 SSO; ≥70 VOO. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this RSI-driven daily ETF rotation targets ~31% annualized returns vs ~15% for the S&P 500, with solid risk-adjusted metrics (Calmar ~1.17). It blends TECL, UVXY, SSO, QYLD, and VOO to pursue bigger upside while aiming to control drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.421.130.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
374.8%13.63%-0.15%0.4%0.83
RSI-based asset allocation
52,036.67%67.04%11.69%8.73%1.54
Initial Investment
$10,000.00
Final Value
$5,213,666.79
Regulatory Fees
$27,870.11
Total Slippage
$182,030.12
Invest in this strategy
OOS Start Date
Nov 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, rsi, momentum & mean reversion, leveraged etfs, covered-call income, volatility hedge, daily rebalancing
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
QYLD
Global X Funds Global X NASDAQ-100 Covered Call ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOO
Vanguard S&P 500 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-based asset allocation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI-based asset allocation" is currently allocated toQYLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI-based asset allocation" has returned 38.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI-based asset allocation" is 26.84%. 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-based asset allocation", 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.