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

About

All-in/all-out timing strategy. If a short-term momentum check shows bonds stronger than stocks, it buys a 3x tech-heavy fund (TQQQ). Otherwise it parks in T-bills (BIL). No regular rebalancing; it only switches when the signal changes.
NutHow it works
Each day it compares a short-term momentum score (RSI) over ~20 trading days: were there more up than down days? It does this for BND (U.S. bond fund) and SPY (S&P 500). If bonds look stronger, it goes 100% into TQQQ (a 3× Nasdaq-100 fund). Otherwise it holds BIL (1–3 month U.S. T-bills). It switches only when the signal flips.
CheckmarkValue prop
Out-of-sample, this timing strategy posted ~59.6% annualized return vs SPY ~20.7%, with solid risk-adjusted metrics (Sharpe ~1.32, Calmar ~1.11). Expect big upside in favorable regimes and cash-like safety in others; drawdowns can be large.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.192.030.570.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
741.19%14.44%1.36%5.73%0.87
RSI Test
42,290.95%46.69%11.74%51.67%1.06
Initial Investment
$10,000.00
Final Value
$4,239,094.84
Regulatory Fees
$6,982.04
Total Slippage
$41,606.27
Invest in this strategy
OOS Start Date
Feb 2, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum,market timing,risk-on/risk-off,leveraged etfs,nasdaq-100 focus,cash and t-bills,short-term signals
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 Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "RSI Test" has returned 59.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Test" is 53.87%. 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 Test", 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.