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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 simple daily mean‑reversion on the Nasdaq‑100: after extreme 2‑day surges it buys SQQQ (−3×), after extreme drops it buys TQQQ (+3×); otherwise it holds QQQ. Uses an RSI “heat meter” to spot extremes. High risk from leverage and tech concentration.
NutHow it works
Each day it checks QQQ (a tech‑heavy Nasdaq‑100 ETF). It scores QQQ’s last 2 days using RSI, a 0–100 “heat meter” of recent ups vs. downs. If the score is >95 (very hot), it buys SQQQ (about −3× QQQ) to bet on a pullback. If <5 (very cold), it buys TQQQ (about +3× QQQ) to bet on a bounce. Otherwise it holds QQQ. Other RSI settings shown are off.
CheckmarkValue prop
Out-of-sample edge: about 30% annualized return vs the S&P's ~21%, with a Calmar ~1.24 for solid risk-adjusted upside. Note higher drawdowns (~24%) come with leveraged, disciplined mean-reversion on extreme Nasdaq-100 moves.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.130.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.91%14.06%-1.77%0.2%0.85
RSI Broad Strat
2,809.32%23.35%0.33%5.83%0.96
Initial Investment
$10,000.00
Final Value
$290,932.38
Regulatory Fees
$883.91
Total Slippage
$5,150.81
Invest in this strategy
OOS Start Date
Jun 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, momentum, rsi, leveraged etfs, nasdaq-100, short-term, daily rebalancing, tactical
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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 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 27.66%. 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, and options.