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Symphonies
RSI Frankenfest w/Safe Sectors
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tech‑tilted tactical strategy: rides uptrends with 20–100% in 2x Nasdaq (QLD), takes quick leveraged bounce trades when oversold, and shifts to one defensive sector/bond ETF when trends weaken. Daily rebalanced; uses moving averages and RSI.
NutHow it works
Tools used: (1) Moving averages (average price over N days). A short MA above a long MA = uptrend. (2) RSI, a 0–100 gauge of how stretched price is; low=washed out, high=hot. Logic: If the Nasdaq (QQQ) isn’t in an uptrend, hold one defensive ETF (staples/utilities/health care/bonds). If it is and short‑term is washed out, buy two strong leveraged funds for a bounce. Otherwise keep 20% in QLD (2x Nasdaq) and, using tech vs KMLM (trend‑following) and transports vs S&P checks, put the other 80% in QLD or a defensive ETF. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~46% annual return vs ~18% S&P; Sharpe ~3.08 vs ~1.73; Calmar ~11; beta ~0.53. Tech-led rotations with defensive ballast offer higher risk-adjusted gains; note leverage means drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.530.840.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
106.96%14.67%6.16%5.09%0.89
RSI Frankenfest w/Safe Sectors
2,683.35%87.01%8.46%28.78%2.51
Initial Investment
$10,000.00
Final Value
$278,335.26
Regulatory Fees
$1,370.70
Total Slippage
$8,322.47
Invest in this strategy
OOS Start Date
Dec 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend + mean reversion, leveraged etfs, defensive rotation, momentum/rsi, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
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
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPAB
State Street SPDR Portfolio Aggregate Bond ETF
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 w/Safe Sectors" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI Frankenfest w/Safe Sectors" is currently allocated toQLDandXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI Frankenfest w/Safe Sectors" has returned 124.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Frankenfest w/Safe Sectors" is 13.78%. 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 w/Safe Sectors", 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.