Skip to Content
Symphonies
This Is Interesting (60d RSI of SHV)
Today’s Change
—

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

About

Daily tactical switch among QQQ (growth), XLK (tech on dips), and SHV (cash) using SPY’s 200‑day trend and QQQ’s 10‑day RSI. A high 60‑day RSI in SHV makes it prioritize buying tech dips over following the trend.
NutHow it works
Each day it picks one ETF: QQQ (Nasdaq‑100), XLK (S&P 500 tech), or SHV (short‑term Treasuries). It checks: 1) Market trend: SPY vs its 200‑day average (uptrend or not). 2) Tech dip: QQQ 10‑day RSI (a recent buying/selling meter; <30 = short‑term dip). 3) Cash strength: SHV 60‑day RSI (>65 = strong drift). If cash is strong, it favors buying tech dips first; otherwise, it follows the market trend first. If neither risk‑on nor dip, it parks in SHV.
CheckmarkValue prop
Out-of-sample, this tech-rotation strategy targets higher returns (24.85% vs 21.78%), lower drawdown (16.45% vs 18.76%), and positive alpha, thanks to disciplined tech/dip/treasury switching.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical rotation, tech tilt, risk-on/risk-off, cash parking
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology 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.

"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 21.48%. 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, and options.