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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

Contrarian switch: when big‑tech stocks look weaker than bonds on a 1‑month gauge, go all‑in to leveraged tech (TQQQ). Otherwise hide in ultra‑short T‑Bills (BIL). One position at a time; very high risk when in TQQQ.
NutHow it works
It compares a 1‑month “speedometer” (RSI) for big‑tech stocks (QQQ) vs bonds (AGG). If QQQ’s reading is lower than AGG’s, it goes all‑in to TQQQ (a 3× version of QQQ). Otherwise it parks the money in BIL (T‑Bills). It holds until the signal flips.
CheckmarkValue prop
Out-of-sample edge: ~52% annualized return vs ~27% S&P; OOS Sharpe ~1.10, Calmar ~0.98. RSI-driven switch between leveraged tech (TQQQ) and cash (BIL) targets big upside, with sizable drawdowns.

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Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical timing, rsi-based, contrarian, stocks vs bonds, leveraged etf, tech-heavy, risk-on/risk-off, single-position, cash-alternative
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 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 52.31%. 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, crypto, and options.