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Symphonies
Simple TQQQ RSI mean reversion
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch: ride leveraged tech (TQQQ) most days; when TQQQ looks very overbought (10‑day RSI > 79), jump to UVXY to bet on a short-term pullback and volatility spike. Extremely aggressive and timing‑sensitive.
NutHow it works
Each day, it checks how “stretched” TQQQ has been over the last ~2 weeks using a 0–100 score (RSI). If that score is above 79, it moves into UVXY (a fund that usually jumps when stocks drop). If not, it stays in TQQQ (a 3x version of the Nasdaq‑100). One fund at a time.
CheckmarkValue prop
Outperform the S&P with a tactical approach: out-of-sample annualized return ~51% vs ~17% for the S&P, and a similar/better Sharpe (~0.94). Note: higher drawdowns (up to ~58%) mean this is for risk-tolerant, active investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.323.150.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Simple TQQQ RSI mean reversion
626,570.32%85.56%-0.05%25.81%1.28
Initial Investment
$10,000.00
Final Value
$62,667,032.44
Regulatory Fees
$21,614.83
Total Slippage
$152,202.04
Invest in this strategy
OOS Start Date
Oct 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, tactical rotation, leveraged etfs, volatility, nasdaq-100, daily rebalance, rsi filter
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 TQQQ RSI mean reversion" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple TQQQ RSI mean reversion" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple TQQQ RSI mean reversion" has returned 51.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple TQQQ RSI mean reversion" is 58.04%. 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 TQQQ RSI mean reversion", 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.