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Symphonies
Simple RSIs l 9 Feb 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-on/off plan using an RSI “heat” gauge: flee to T‑Bills on volatility spikes, otherwise buy the two most oversold picks from a small basket of 3× stock funds and bond ETFs; in risk-off with weak Treasuries, go 100% 3× Treasuries.
NutHow it works
RSI = 0–100 score of recent moves (high=hot, low=cold). 1) If fear (VIXM) is hot (RSI>70), hold T‑Bills (BIL). 2) Else if stocks (SPY) beat defensive Utilities (XLU), buy the 2 most oversold (lowest 1‑mo RSI) from: SPXL/UPRO/TQQQ/TECL (3× stock funds) and AGG/BSV/SHY (bonds). 3) Else, if long Treasuries (TLT) lag bonds (AGG), go 100% TMF (3× Treasuries); otherwise repeat step 2.
CheckmarkValue prop
Volatility-aware, rule-driven plan that flees to cash on spikes and buys oversold bets in risk regimes. Provides diversification and downside protection versus the S&P 500, with disciplined risk controls—though it may underperform in strong bull markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.540.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
591.92%13.92%1.2%6.23%0.84
Simple RSIs l 9 Feb 2011
101,813.38%59.48%0.98%22.84%1.45
Initial Investment
$10,000.00
Final Value
$10,191,338.28
Regulatory Fees
$58,503.61
Total Slippage
$396,419.74
Invest in this strategy
OOS Start Date
Apr 18, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, rsi, volatility filter, regime switching, leveraged etfs, us equities, treasuries, bonds
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.

"Simple RSIs l 9 Feb 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple RSIs l 9 Feb 2011" is currently allocated toTECLandAGG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple RSIs l 9 Feb 2011" has returned 4.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple RSIs l 9 Feb 2011" is 62.81%. 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 "Simple RSIs l 9 Feb 2011", 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.