Skip to Content
Symphonies
SS RSI
Today’s Change
—

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

About

Daily switch: if volatility is surging (VIXM 40‑day RSI > 69), short the market via SPXU (−3x S&P 500). Otherwise, own the strongest of AAPL, XOM, or COIN by 10‑day RSI. Always 100% in a single position; fast‑moving and concentrated.
NutHow it works
Each day it checks market “fear” using VIXM (an ETF tied to VIX volatility futures). It computes a 40‑day RSI—a 0–100 momentum score (higher = faster recent gains). If VIXM’s RSI > 69, it buys SPXU, a fund targeting 3x the opposite of the S&P 500. Otherwise, it buys the one with the strongest 10‑day RSI among Apple (AAPL), Exxon (XOM), and Coinbase (COIN). It holds only that pick until the next day.
CheckmarkValue prop
Out-of-sample edge: ~44.5% annualized return vs ~24.1% for the S&P, with Calmar ~1.15. SPXU hedges during volatility spikes. Drawdowns ~39%, reflecting high-conviction, regime-switching bets.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Rsi momentum, volatility-triggered regime switch, single-stock rotation, inverse leveraged etf, daily rebalance
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 RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "SS RSI" has returned 44.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SS RSI" is 38.75%. 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 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.