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Top Cap by MA + RSI ETF Hedge | Deez | (+179%) Back test from 18JUN2015
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 3-regime, 1-asset-at-a-time rotation: extreme SPY momentum (RSI) drives hedged bets in UVXY, extreme oversold moves shift into a 3x-long trio (bottom MA), otherwise the system picks the single strongest名 mega-cap by 5-day momentum (now including NVDA). Daily rebalance, leveraged ETFs increase risk but aim for outsized moves.
NutHow it works
- Start with cash-equal weighting (you invest your cash into a single chosen asset). - Measure SPY’s 6-day RSI (momentum indicator): • If RSI >= 90, look at UVXY (volatility/uncertainty proxy). Pick the top asset by 5-day MA return (here, UVXY is the candidate). Invest 100% in that asset. • If RSI <= 28, look at three levered long ETFs (TQQQ, LABU, SPXL). Pick the bottom asset by 5-day MA return (the wager is contrarian, potentially seeking a rebound). Invest 100% in that asset. • Otherwise (RSI between 28 and 90), look at eight large-cap stocks (WMT, MSTR, AMZN, KO, BRK/B, AAPL, TSLA, NVDA). Pick the top by 5-day MA return. Invest 100% in that asset. - Rebalance daily to ensure only the chosen asset is held. NVDA has been added to the pool to reflect market weightings of mega-cap names.
CheckmarkValue prop
3-regime, single-asset rotation targets outsized moves: out-of-sample annualized return ~28.9% vs S&P ~19.2%, aided by RSI hedges and top mega-cap picks. Higher upside with accepted higher drawdowns in volatile markets.

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Invest in this strategy
OOS Start Date
Mar 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Quantitative, momentum, rsi-based rotation, leveraged etf hedging, asset selection
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
KO
Coca-Cola Company
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
MSTR
Strategy Inc Common Stock Class A
Stocks
NVDA
Nvidia Corp
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toMSTR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 64.81%. 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 the symphony, 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.