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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‑or‑nothing switch: if bonds’ recent momentum beats stocks’, buy TQQQ (3× tech). Otherwise sit in BIL (cash‑like T‑bills). Uses a 20‑day RSI signal; very aggressive when “on,” very conservative when “off.”
NutHow it works
Each day, it compares a 20‑day momentum score (RSI: compares recent up vs down days, 0–100) for US bonds (BND) vs US stocks (SPY). If bonds’ score is higher, it goes 100% into TQQQ (a 3× Nasdaq‑100 fund—big tech). Otherwise, it holds BIL (1–3 mo T‑bills).
CheckmarkValue prop
Out-of-sample: ~58% annualized return vs ~20% for the S&P, with a similar Sharpe (~1.31 vs ~1.30). It seeks big upside in bond-led tech regimes, but carries larger drawdowns (~54%), so it's high-risk, high-reward.

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Invest in this strategy
OOS Start Date
Feb 2, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, tactical allocation, risk-on/risk-off, leveraged etf, rsi, bonds vs stocks
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
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 Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "RSI Test" has returned 56.55%. 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, and options.