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Symphonies
RSI Frankenfest v5 123 | 28 | 2020
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk-on/risk-off plan. In uptrends it stays mostly in QLD (2x Nasdaq-100), adds brief “buy-the-dip” bursts into fast tech funds on sharp pullbacks, and parks in one bond/defensive ETF when signals fade or the trend turns. Uses RSI (0–100).
NutHow it works
Daily checks: - If QQQ is above its 200-day average: hold 20% QLD (2x Nasdaq-100). The other 80% stays in QLD while tech (XLK) looks stronger than KMLM (managed-futures) and bond/transport checks are OK; else park that 80% in one “safe” bond/defensive ETF. - If TQQQ is very oversold short-term, briefly swap into 2 of the fastest tech/QQQ funds for a bounce. - If QQQ is below trend, go 100% safe. RSI = 0–100 “heat” score.
CheckmarkValue prop
Out-of-sample, RSI Frankenfest v5 outperforms the S&P: ~226% annualized return vs ~32%, Sharpe ~3.38, Calmar ~58, with risk-off protection during dips and leveraged Nasdaq exposure in uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.71.10.290.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
100.4%14.78%1.16%2.74%0.9
RSI Frankenfest v5 123 | 28 | 2020
5,664.83%123.41%5.49%22.23%2.47
Initial Investment
$10,000.00
Final Value
$576,483.18
Regulatory Fees
$2,701.06
Total Slippage
$16,609.78
Invest in this strategy
OOS Start Date
Dec 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged tech etfs, trend + mean-reversion, intermarket signals, bonds/defensive rotation, daily rebalance
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond 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
ROM
ProShares Ultra Technology
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 v5 123 | 28 | 2020" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI Frankenfest v5 123 | 28 | 2020" is currently allocated toXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI Frankenfest v5 123 | 28 | 2020" has returned 136.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Frankenfest v5 123 | 28 | 2020" is 3.89%. 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 v5 123 | 28 | 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.