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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

Daily switch between TQQQ and UVXY: hold TQQQ most of the time; if TQQQ’s 10‑day “heat” score (RSI) is extremely high (>79), rotate into UVXY to bet on a pullback and volatility spike. High-risk, leveraged, tech/volatility exposure.
NutHow it works
Each day, it checks how “hot” TQQQ has run recently using a 10‑day speed-of-move score (RSI) from 0–100. If that score is very high (>79), it assumes tech is due to cool off and switches into UVXY (a volatility fund). Otherwise it holds TQQQ (3x Nasdaq‑100).
CheckmarkValue prop
Out-of-sample performance shows ~47% annualized return vs SPY ~16.7%, with Sharpe ~0.91 and Calmar ~0.81. A tactical 3x Nasdaq‑100/UVXY strategy seeks outsized upside while balancing risk—though drawdowns can be large in stress regimes.

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Invest in this strategy
OOS Start Date
Oct 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, leveraged etfs, volatility, tactical allocation, rsi signal, daily rebalancing
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra 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.

"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 25.24%. 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, and options.