Skip to Content
Symphonies
SPY 7d RSI
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches 100% among SPY (normal), SPXL when SPY looks washed out (RSI<25), and UVXY when SPY looks overheated (RSI>85). Aims to buy dips with leverage and own volatility in frothy markets. Very high risk.
NutHow it works
It watches a 7‑day “heat gauge” of the S&P 500 (SPY) called RSI, which ranges 0–100. - If RSI < 25 (very weak), go 100% into SPXL (3× S&P 500) to ride a rebound. - If RSI > 85 (very hot), go 100% into UVXY (2× VIX futures) to profit from a pullback/volatility spike. - Otherwise hold SPY. Sectors: SPY/SPXL = all S&P 500 sectors; UVXY = volatility, not a sector. Very risky.
CheckmarkValue prop
Out-of-sample, this RSI-driven regime rotates 100% into SPY/SPXL/UVXY, delivering ~29% annualized return vs ~17.6% for the S&P, with Calmar ~1.04. Higher upside in volatile regimes, but with larger drawdowns (~28% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.181.220.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
SPY 7d RSI
11,986.97%39.56%0.54%-0.35%1.38
Initial Investment
$10,000.00
Final Value
$1,208,697.26
Regulatory Fees
$1,526.47
Total Slippage
$10,535.57
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, market timing, rsi signal, mean reversion, volatility trading, leveraged etfs
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"SPY 7d RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY 7d RSI" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY 7d RSI" has returned 25.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY 7d RSI" is 27.93%. 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 "SPY 7d RSI", 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.