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

About

A daily, rule-based tilt into tech (QQQ/XLK) only when SHV shows momentum and the market trend looks favorable, with a cash-first default and specific oversold/trend checks guiding entries.
NutHow it works
- The system runs daily and starts with a fully cash position. - It looks at SHV’s 60-day RSI. If RSI(SHV,60) > 65, it considers taking exposure to tech assets. - It then checks the market trend: is QQQ now trading above SPY’s 200-day moving average? If yes, the market is considered favorable enough to look for tech entries. - If the market looks favorable, XLK is considered if its own 10-day RSI is below 30 (meaning XLK has recently pulled back and may rebound). If that condition is met, the strategy buys XLK. - There are parallel checks that can push exposure into QQQ when the same market backdrop exists and XLK conditions aren’t met, or otherwise stay in cash. - Rebalance happens every day, so positions can change as signals flip. - The setup uses a small set of familiar tickers: SHV (bond proxy for the risk-off instrument), SPY (broad market proxy for trend), QQQ (broad tech exposure), XLK (tech sector exposure). - Overall aim: gain exposure to tech when the market trend is positive and tech has recently pulled back, while keeping a cash cushion when conditions aren’t favorable.
CheckmarkValue prop
Tech-tilted, cash-first strategy that only enters tech on favorable trends. OOS returns ~24.9% vs S&P ~21.8%, drawdown ~16.4% vs ~18.8%, strong risk-adjusted metrics—upside with disciplined risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.570.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
557.19%10.47%-1.77%0.2%0.6
This Is Interesting (60d RSI of SHV)
3,817.35%21.41%0.33%2.48%1.22
Initial Investment
$10,000.00
Final Value
$391,735.29
Regulatory Fees
$690.90
Total Slippage
$4,622.84
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, rsi-based entry, sector rotation, tech focus, trend following
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.