Skip to Content
Symphonies
SPY_2_Day_RSI - Ganesh
Today’s Change
—

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

About

Waits in a defensive consumer‑staples fund (XLP). When SPY is extremely oversold over 2 days (RSI < 10), it jumps 100% into a 3× semiconductor fund (SOXL) to try to ride a quick rebound. Very high risk during the SOXL phase.
NutHow it works
It watches SPY (an ETF tracking the S&P 500) using a 2‑day RSI, a 0–100 meter of how sharply price moved recently. If SPY’s RSI drops below 10 (very oversold), it moves 100% into SOXL, a fund aiming for 3× the daily move of semiconductor stocks, to catch a bounce. Otherwise it holds XLP, a defensive consumer‑staples fund.
CheckmarkValue prop
Out-of-sample edge: ~35.6% annualized return vs SPY ~20%, Calmar ~0.88, and a disciplined risk-on/risk-off rule (SOXL on SPY oversold, else XLP). Higher upside potential with defined downside control vs the broad market.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.191.290.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
691.05%13.84%-0.15%0.4%0.84
SPY_2_Day_RSI - Ganesh
14,347.58%36.58%24.83%84.69%1.01
Initial Investment
$10,000.00
Final Value
$1,444,758.01
Regulatory Fees
$2,861.52
Total Slippage
$15,589.16
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Mean-reversion, rsi, tactical allocation, risk-on/risk-off, leveraged etfs, semiconductors, consumer staples, spy signal
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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_2_Day_RSI - Ganesh" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY_2_Day_RSI - Ganesh" is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY_2_Day_RSI - Ganesh" has returned 48.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY_2_Day_RSI - Ganesh" is 40.49%. 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_2_Day_RSI - Ganesh", 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.