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Symphonies
RSI TQQQ < AGG
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 show stronger recent momentum than tech stocks, buy TQQQ (a 3× Nasdaq‑100 fund); otherwise sit in BIL (T‑Bills). Contrarian and very high risk.
NutHow it works
QQQ = Nasdaq‑100 (big tech). AGG = broad US bonds. TQQQ = 3× version of QQQ. BIL = short‑term T‑Bills (cash‑like). RSI is a 0–100 “heat” score of recent 21‑day moves (higher = stronger). Rule: if QQQ’s score is lower than AGG’s, go 100% TQQQ; otherwise 100% BIL. No partial positions. This is a contrarian, very aggressive switch.
CheckmarkValue prop
Out-of-sample, this contrarian, 3x-levered tech tilt offers ~50.8% annualized return vs SPY’s ~26.7%, with Calmar ~0.95. It doubles upside but accepts larger drawdowns (~53% vs ~19%), a high-risk/high-reward profile.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.21.90.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
744.59%14.24%-0.15%0.4%0.86
RSI TQQQ < AGG
41,417.41%45.67%1%1.21%1.06
Initial Investment
$10,000.00
Final Value
$4,151,741.38
Regulatory Fees
$8,670.47
Total Slippage
$54,516.97
Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Etf rotation, relative strength (rsi), contrarian timing, leveraged equity, risk-on/risk-off, quantitative, single-asset switch
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI TQQQ < AGG" has returned 46.70%. 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.