Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
RSI FrankenFest v1 93 | 22 | 2020
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical plan that flips risk on/off with a long‑term trend. In uptrends it either buys aggressive tech/market funds (especially after sharp dips) or stays mostly in QQQ; in doubt it hides in T‑bills. In downtrends it rotates among defensive bond/sector funds.
NutHow it works
Trend: If QQQ sits above its 200‑day average, we’re risk‑on; otherwise risk‑off. Risk‑off: own the single most short‑term oversold defensive fund (from bonds/staples/utilities/health care). Risk‑on: if the Nasdaq is very oversold, buy an equal mix of the two most volatile 2–3x tech/market funds; otherwise, if Tech beats a managed‑futures fund (KMLM), hold 80–100% QQQ (bonds/transports decide 100% vs a QQQ+defensive mix). If not, sit in T‑bills (BIL). RSI = 0–100 speedometer; low=oversold, high=hot. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this daily tactical strategy delivers stronger risk-adjusted returns vs S&P: Sharpe ~3.77 vs 3.26, Calmar ~42, annualized return ~155% vs ~36%, and beta ~0.81 with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.570.930.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
101.02%14.77%2.19%5.01%0.9
RSI FrankenFest v1 93 | 22 | 2020
2,742.98%93.59%14.24%12.12%2.21
Initial Investment
$10,000.00
Final Value
$284,297.85
Regulatory Fees
$1,226.24
Total Slippage
$8,005.53
Invest in this strategy
OOS Start Date
Nov 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, momentum, mean reversion, risk-on/off, leveraged etfs, sector rotation, defensive bonds
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
IYT
iShares U.S. Transportation ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
LTL
ProShares Ultra Communication Services
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 FrankenFest v1 93 | 22 | 2020" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI FrankenFest v1 93 | 22 | 2020" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI FrankenFest v1 93 | 22 | 2020" has returned 154.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI FrankenFest v1 93 | 22 | 2020" is 3.67%. 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 FrankenFest v1 93 | 22 | 2020", 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.