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

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

About

Contrarian switch: if bonds look stronger than the Nasdaq‑100 over the last month, jump into 3× Nasdaq‑100 (TQQQ); otherwise sit in T‑Bills (BIL). High upside in rebounds, high risk if weakness persists; can miss steady bull runs.
NutHow it works
Each day it compares a 21‑day “recent gains vs losses” score (RSI) for stocks vs bonds: QQQ (Nasdaq‑100) vs AGG (U.S. bonds). If QQQ’s score is lower, it buys TQQQ (3× QQQ). Otherwise it holds BIL (T‑Bills). No set rebalancing—switches when the signal flips. When in TQQQ, you’re concentrated in big tech/communication/consumer names (AAPL, MSFT, NVDA, AMZN, GOOG, META, TSLA).
CheckmarkValue prop
Out-of-sample, this RSI contrarian strategy beats the S&P 500 on risk-adjusted upside: ~50.8% annualized vs ~26.7% for SPY, Sharpe ~1.09, Calmar ~0.95. It uses 3x Nasdaq on stock weakness and shifts to cash, offering big rebound gains with higher drawdown.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, contrarian, momentum, rsi, leveraged, nasdaq-100, bonds vs stocks, 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
QQQ
Invesco QQQ Trust, Series 1
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 TQQQ < AGG" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "RSI TQQQ < AGG" has returned 44.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI TQQQ < AGG" is 53.54%. 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 TQQQ < 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.