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Symphonies
RSI Scale In | No UVXY | No K-1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “buy the dip” plan for 3x equity ETFs. It moves fully to T‑Bills when tech looks overheated, and otherwise scales into TQQQ, SOXL, TECL, and UPRO as they get more oversold, adding most size at the deepest dips.
NutHow it works
Each day it checks short-term momentum using RSI, a 0–100 gauge of recent price strength (low=oversold, high=overbought). If TQQQ’s RSI ≥70, it parks 100% in BIL (T‑Bills). Otherwise, it splits money across 3x funds—TQQQ (Nasdaq‑100), SOXL (semis), TECL (tech), UPRO (S&P 500)—and buys them in steps as their RSIs fall (deeper dips = larger buys). Unused stays in BIL. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this RSI-scaled 3x strategy targets ~27% annualized return vs ~21% for the S&P, with positive alpha and Calmar ~1.13. Drawdowns are higher (~24%), but bigger upside and risk control via cash buffers (BIL) and measured buy-the-dip in tech/semis.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.650.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
679.71%13.78%-0.15%0.4%0.84
RSI Scale In | No UVXY | No K-1
2,186.29%21.73%3.63%5.47%0.95
Initial Investment
$10,000.00
Final Value
$228,628.81
Regulatory Fees
$466.81
Total Slippage
$2,166.62
Invest in this strategy
OOS Start Date
Jul 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Rsi-based, leveraged equity etfs, mean reversion, tech/semis focus, s&p 500, risk-on/off, cash via t-bills, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 Scale In | No UVXY | No K-1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI Scale In | No UVXY | No K-1" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI Scale In | No UVXY | No K-1" has returned 28.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Scale In | No UVXY | No K-1" is 24.33%. 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 Scale In | No UVXY | No K-1", 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.