Skip to Content
Symphonies
RSI SPY < AGG
Today’s Change
—

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

About

A simple on/off switch: buy a 3× S&P 500 fund when U.S. stocks look weaker than bonds over the past month (oversold), otherwise sit in 1–3 month T‑Bills. Signal uses a 21‑day RSI comparison of SPY vs AGG and trades only when it flips.
NutHow it works
It compares short‑term “heat scores” (RSI over ~21 trading days) for U.S. stocks and bonds: SPY = large U.S. stocks, AGG = U.S. bonds. If stocks’ score is lower (stocks look more beaten‑up), it buys SPXL, a 3× S&P 500 fund. Otherwise it holds BIL, a 1–3 month T‑Bill fund. It switches only when that relationship flips.
CheckmarkValue prop
Out-of-sample edge: 33.9% annualized return vs SPY’s 27.5%, via an RSI-driven switch to cash or 3× S&P. Higher upside with disciplined risk; drawdowns can reach ~46%, larger than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.082.020.680.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
875.33%14.29%1.36%5.73%0.81
RSI SPY < AGG
11,260.65%31.99%11.25%36.65%0.84
Initial Investment
$10,000.00
Final Value
$1,136,064.78
Regulatory Fees
$2,442.04
Total Slippage
$16,108.80
Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, rsi, mean reversion, stocks vs bonds, leveraged s&p 500, risk-on/risk-off, market timing, t‑bills
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 SPY < AGG" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI SPY < AGG" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI SPY < AGG" has returned 33.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI SPY < AGG" is 45.79%. 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 SPY < AGG", 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.