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

About

A daily switch between SPY (stocks) and BIL (cash‑like T‑bills) using bond momentum as a thermometer: if 7–10yr Treasuries (IEF) show stronger recent strength than T‑bills, go into SPY; otherwise hold BIL.
NutHow it works
Each day it looks at two bond funds: BIL (very short‑term T‑bills) and IEF (7–10 year Treasuries). It gives each a “recent strength” score (RSI, a 0–100 gauge of how strong the latest price moves are). If IEF’s score is higher than BIL’s, it buys the S&P 500 (SPY). Otherwise it sits in BIL. It rechecks daily and switches as needed.
CheckmarkValue prop
Out-of-sample strength: dramatically higher risk-adjusted returns and far smaller drawdowns. Sharpe ~18.4 vs SPY ~1.4; drawdown ~2% vs ~19%. A disciplined, bond-momentum signal that preserves capital while still participating when favorable—vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.370.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
554.41%10.79%1.2%6.23%0.61
RSI Bug ?
237%6.85%0.34%0.97%0.6
Initial Investment
$10,000.00
Final Value
$33,699.96
Regulatory Fees
$147.03
Total Slippage
$983.24
Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, rsi, etf rotation, risk-on/risk-off
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 Bug ?" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "RSI Bug ?" has returned 4.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Bug ?" is 0.02%. 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 Bug ?", 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.