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Symphonies
RSI SPY < AGG
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple, contrarian switch: when stocks’ recent strength is weaker than bonds’, go 100% into a 3× S&P 500 fund (SPXL); otherwise park in T‑bills (BIL). Tries to buy dips; carries high volatility and timing risk.
NutHow it works
It compares a 21‑day “strength” score (RSI: a 0–100 gauge of recent up vs down days) for US stocks (SPY) vs US bonds (AGG). If stocks look weaker than bonds, it bets on a rebound using a 3× S&P 500 fund (SPXL). Otherwise it sits in T‑bills (BIL). Note: SPXL is very volatile.
CheckmarkValue prop
Outperforms SPY with higher upside: ~35.5% annualized vs 26.7% for SPY; Calmar ~0.78. Uses a contrarian cross-asset RSI switch with 3x leverage—note drawdowns around ~46% in downturns.

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Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical rotation, contrarian rsi, stock–bond timing, leveraged etf, risk-on/risk-off
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 ETF
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 31.15%. 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.