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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, all-in strategy. It watches VIXM, a fund that climbs when market fear rises. If VIXM’s 40-day heat gauge (RSI) is above 69, it flips into SPXU (a 3x inverse S&P 500 fund). Otherwise it owns the strongest of MSFT, NVDA, or XOM.
NutHow it works
Each day: compute a 40-day RSI on VIXM (a volatility/fear ETF). If RSI > 69, go 100% into SPXU (a 3x short S&P 500 fund). Else, go 100% into the single strongest (by 40-day RSI) of Microsoft (MSFT), Nvidia (NVDA), or Exxon (XOM).
CheckmarkValue prop
Out-of-sample upside is stronger: ~28.5% annualized vs ~24% for the S&P. It switches to SPXU on volatility spikes and otherwise rides the top mega-cap/energy stock. Expect higher drawdowns (~44%) but greater long-run upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.70.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
568.35%13.76%1.36%5.73%0.83
SS 40d RSI
33,741.91%48.48%-8.64%-13.77%1.24
Initial Investment
$10,000.00
Final Value
$3,384,191.28
Regulatory Fees
$8,657.06
Total Slippage
$57,657.24
Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, volatility trigger, risk-on/risk-off, single-position, daily rebalance, leveraged inverse, mega-cap tech, energy
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.

"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 28.48%. 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, crypto, and options.