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Symphonies
SS 40d RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch: if volatility (VIXM) is surging, short the market via 3× inverse S&P 500 (SPXU). Otherwise hold the single strongest of Microsoft, NVIDIA, or Exxon by recent price strength (RSI). Very concentrated and high risk.
NutHow it works
Each day: check VIXM, an ETF tied to stock‑market volatility. If its 40‑day RSI (a 0–100 score of recent price strength) is above 69—signaling volatility is surging—the strategy buys SPXU, a fund that moves ~3× opposite the S&P 500. Otherwise it holds just one stock—the strongest of Microsoft, NVIDIA, or Exxon—by 40‑day RSI.
CheckmarkValue prop
Out-of-sample edge: ~32.3% annualized return vs ~23.4% for the S&P. A volatility regime switch to SPXU when VIXM RSI surges; otherwise 100% in the top momentum stock. Higher upside, but larger drawdowns and concentration risk.

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Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, volatility regime switch, leveraged inverse etf, single-stock, tactical, daily rebalance, concentrated risk
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XOM
Exxon Mobil Corporation
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.

"SS 40d RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SS 40d RSI" is currently allocated toXOM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SS 40d RSI" has returned 39.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SS 40d RSI" is 44.56%. 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 "SS 40d 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.