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Symphonies
RSI w/ Lvgd ETFs v3 (44,34,2018)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, buy-the-dip system: when a tech-heavy fund (TQQQ) looks extremely oversold, it buys 3 beaten-down leveraged stock ETFs and sizes them by volatility; otherwise it holds 3 oversold defensive ETFs. Very aggressive and fast-moving.
NutHow it works
Each day: 1) Check a 2-day “heat” score (RSI) on TQQQ. If it’s below 15 (very oversold), buy 3 leveraged stock funds (tech/semis/S&P/financials) that fell the most recently, sized by calmness (inverse volatility). 2) Otherwise, buy 3 defensive funds (bonds/defensive sectors/yen) that fell most, equal-weighted.
CheckmarkValue prop
Out-of-sample, this RSI-driven mean-reversion strategy offers ~68% annualized return, Sharpe ~2.78 (versus SPY ~1.68), and ~4.2% max drawdown (SPY ~5.1%). Low beta (~0.69) with positive alpha, delivering higher returns with less market risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.261.070.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
200.42%16.54%-0.15%0.4%0.88
RSI w/ Lvgd ETFs v3 (44,34,2018)
1,443.99%46.35%5.47%20.42%1.24
Initial Investment
$10,000.00
Final Value
$154,398.62
Regulatory Fees
$898.78
Total Slippage
$5,448.25
Invest in this strategy
OOS Start Date
Aug 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf mean reversion, rsi-based, risk-on/risk-off, daily rebalance, short-term, volatility-weighted
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DPST
Direxion Daily Regional Banks Bull 3X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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 w/ Lvgd ETFs v3 (44,34,2018)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI w/ Lvgd ETFs v3 (44,34,2018)" is currently allocated toVBF, XLVandYCL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI w/ Lvgd ETFs v3 (44,34,2018)" has returned 78.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI w/ Lvgd ETFs v3 (44,34,2018)" is 4.19%. 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 w/ Lvgd ETFs v3 (44,34,2018)", 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.