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

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

About

Switches between 3× S&P 500 (SPXL) and T‑Bills (BIL) using a 1‑month RSI comparison of stocks (SPY) vs bonds (AGG). If stocks look weaker than bonds, it goes all‑in on SPXL; otherwise it stays in T‑Bills. Extremely aggressive and timing‑sensitive.
NutHow it works
It compares a 1‑month RSI (a simple 0–100 score of recent gains vs losses; lower = weaker) for SPY (US stocks) and AGG (US bonds). If SPY’s RSI is lower than AGG’s, it buys SPXL (targets 3× the S&P 500’s daily move). Otherwise, it holds BIL (very short‑term T‑Bills). It only switches when that comparison flips.
CheckmarkValue prop
Out-of-sample results show higher upside than the S&P 500: ~35.5% annualized vs ~26.7%. The strategy goes 3× long on favorable signals and shifts to Treasuries when weak, offering growth with defined drawdown risk (up to ~46%).
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
873.86%14.07%0.54%-0.34%0.8
RSI SPY < AGG
11,680.93%31.75%0.67%3.68%0.84
Initial Investment
$10,000.00
Final Value
$1,178,092.63
Regulatory Fees
$2,748.79
Total Slippage
$18,207.28
Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, momentum/rsi, risk-on/risk-off, leveraged etf, market timing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 SPY < AGG" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "RSI SPY < AGG" has returned 32.92%. 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, and options.