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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, one‑ETF switch among QQQ, XLK, and SHV. It owns QQQ when the market trends up, XLK when the Nasdaq looks washed out, and SHV (cash‑like) otherwise. A rare tie‑breaker uses SHV’s momentum to prefer XLK over QQQ.
NutHow it works
Daily it holds one fund: QQQ (tech‑heavy US stocks), XLK (pure tech), or SHV (T‑bills). RSI is a 0–100 meter of recent drops/rallies; under 30 often means “washed out.” Rules: 1) If SPY is above its 200‑day average (uptrend), buy QQQ. 2) If not, but QQQ is washed out (10‑day RSI<30), buy XLK. 3) Else hold SHV. Tie‑breaker: if SHV has risen steadily (60‑day RSI>65), rule 2 can override rule 1, choosing XLK.
CheckmarkValue prop
Out-of-sample, this strategy targets ~25% annualized return vs SPY ~21.8%, with smaller drawdown (16.4% vs 18.8%) and Calmar ~1.51. It rotates QQQ/XLK/SHV to chase tech upside while limiting risk—stronger risk-adjusted upside than 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
571.24%10.61%-0.15%0.4%0.61
This Is Interesting (60d RSI of SHV)
3,865.66%21.53%2.7%-0.01%1.23
Initial Investment
$10,000.00
Final Value
$396,566.16
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, trend + momentum, risk-on/risk-off, us equities (tech tilt), single-position daily
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 22.78%. 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.