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

About

A rules-based dip-buyer in 3× equity ETFs. If TQQQ looks overheated, it parks in T‑bills. Otherwise it splits across TQQQ/SOXL/TECL/UPRO and scales in as each fund’s short-term “heat” score (RSI) drops. Tech-heavy, high risk, rebalanced daily.
NutHow it works
Each day it checks a 10‑day “heat” score (RSI, 0–100) of prices. If TQQQ’s score ≥70 (very hot), it holds BIL (T‑bills). Otherwise it splits money equally across TQQQ (3× Nasdaq‑100), SOXL (3× semis), TECL (3× tech), and UPRO (3× S&P 500). For each slice it buys more as that fund’s RSI falls toward ~30 (multiple steps), leaving the rest in BIL. Rebalances daily.
CheckmarkValue prop
Out-of-sample: ~27.4% annualized return vs SPY 21.3%, Calmar ~1.13. The RSI-based dip-buyers in tech via 3x ETFs scale into dips and protect with T-bills, delivering stronger risk-adjusted upside vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jul 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, rsi dip-buying, tactical, tech-heavy, risk-on/risk-off, daily rebalanced
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 ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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 28.65%. 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.