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

About

A daily, all‑in switch on the Nasdaq‑100 (QQQ) using a 2‑day “hot/cold” reading: flip to SQQQ when QQQ is extremely hot, to TQQQ when extremely cold, otherwise hold QQQ. The longer‑lookback rules shown are disabled.
NutHow it works
Daily check of QQQ’s 2‑day RSI — a short‑term “hot/cold” score from 0–100 based on recent up vs. down days. QQQ = Nasdaq‑100 (big tech heavy). If RSI > 95 (too hot): go to SQQQ (3x inverse of QQQ). If RSI < 5 (too cold): go to TQQQ (3x QQQ). Otherwise: stay in QQQ. Only this 2‑day rule is active; the 10‑ and 14‑day ones are off.
CheckmarkValue prop
Edge: out-of-sample annualized return 30.08% vs SPY 21.60%, Calmar 1.24, Sharpe 1.10. A daily Nasdaq-100 rotation uses extreme RSI signals to switch to 3x leveraged bets or stay in QQQ—higher upside with larger drawdowns than the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Rsi, mean reversion, tactical rotation, leveraged etfs, nasdaq-100, daily rebalanced
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 Broad Strat" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "RSI Broad Strat" has returned 30.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Broad Strat" is 24.27%. 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 Broad Strat", 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.