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Symphonies
This Is Interesting (60d RSI of SHV)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rotates among XLK (tech), QQQ (Nasdaq‑100), or SHV (cash‑like T‑bills). Buy tech on sharp dips, ride QQQ in uptrends, and hide in SHV in weak markets. A high SHV momentum reading tips an uptrend dip toward XLK instead of QQQ.
NutHow it works
Each day it picks one fund: - XLK (tech stocks) if QQQ’s 10‑day RSI is below 30 — RSI is a short-term heat meter; below 30 means it just fell hard (oversold). - Otherwise QQQ (Nasdaq‑100) if the S&P 500 (SPY) is above its 200‑day average (long-term uptrend). - Otherwise SHV (T‑bills, cash‑like). If both the first two are true, it uses SHV’s 60‑day RSI as a tiebreaker: if high (>65), choose XLK; otherwise QQQ.
CheckmarkValue prop
Out-of-sample, this strategy earns ~25.9% annualized return vs 22.3% for the S&P, with smaller drawdowns (~16.4% vs 18.8%) and Calmar ~1.58—delivering higher risk-adjusted growth than the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum (rsi), trend-following (200-day ma), risk-on/off, tech tilt, us equities, short-term treasuries
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.

"This Is Interesting (60d RSI of SHV)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"This Is Interesting (60d RSI of SHV)" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "This Is Interesting (60d RSI of SHV)" has returned 25.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "This Is Interesting (60d RSI of SHV)" is 16.45%. 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 "This Is Interesting (60d RSI of SHV)", 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.