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Symphonies
Simple Momentum and Volatility ETFs | RSI Signal
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based ETF rota­tion that gets aggressive after sharp Nasdaq selloffs, turns defensive when the Nasdaq is overheated, and otherwise holds low‑vol or momentum stocks. It uses simple recent‑moves (“RSI”) and a fear gauge to decide.
NutHow it works
Switches among ETFs using a simple “hot/cold” score (RSI) and a fear gauge. If Nasdaq (QQQ) is very cold (RSI<30): if fear (UVXY vol) is high, buy TQQQ (3x Nasdaq); else split USMV+SPMO. If QQQ is very hot (RSI>80): hold VIXY+BTAL.<brElse use S&P 500 (SPY) RSI(60): >60→SPLV, <50→USMV, else→SPMO. Equal‑weight.<brRSI ≈ recent up vs down days; VIXY≈“fear”; BTAL=defensive.
CheckmarkValue prop
Out-of-sample, this rules-based ETF rotation delivers 40.61% annualized return vs 18.78% for the S&P, with Sharpe ~1.07 and Calmar ~1.72. It tolerates higher drawdowns (~23.59% vs 18.76%) for stronger upside and alpha.

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Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical etf rotation, momentum, mean reversion, low-volatility tilt, volatility hedge, rules-based, tech tilt
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPMO
Invesco S&P 500 Momentum ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USMV
iShares MSCI USA Min Vol Factor ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPMO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.59%. 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 the symphony, 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.