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Symphonies
TQQQ or SH? Expanded RSI Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-rebalanced, RSI-driven ladder between SH (short S&P 500) and TQQQ (3x Nasdaq) using four RSI windows to tilt Nasdaq exposure as momentum moves from extreme highs toward less extreme readings.
NutHow it works
Two ETFs are used: SH (short S&P 500) and TQQQ (3x Nasdaq). The system computes RSI on QQQ using several windows (10d, 21d, 130d, 252d). For each window, it checks if RSI(QQQ) is above a high threshold (near 99) and, if so, assigns a very large SH and tiny Nasdaq tilt (e.g., 99% SH / 1% TQQQ). If RSI(QQQ) is below that threshold, it ramps up Nasdaq exposure in 1% steps while reducing SH, creating a ladder of allocations. This ladder exists at each timeframe (10d, 21d, 130d, 252d) and the four ladders are combined to form the final daily allocation, which is rebalanced every trading day. The result is a highly directional, momentum-tilted posture that hedges broad-market risk with SH while opportunistically leveraging Nasdaq strength with TQQQ as momentum signals permit.
CheckmarkValue prop
Out-of-sample return ~22.95% vs ~17.30% for the S&P, with Calmar ~4.8, signaling strong risk-adjusted upside. RSI-driven Nasdaq tilt plus SH hedge aims for higher long-run growth with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.031.20.760.87
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.91%14.06%-1.77%0.2%0.85
TQQQ or SH? Expanded RSI Strategy
1,742.77%19.89%2.08%2.59%0.88
Initial Investment
$10,000.00
Final Value
$184,277.21
Regulatory Fees
$379.73
Total Slippage
$1,405.14
Invest in this strategy
OOS Start Date
Nov 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, rsi-based tactical allocation, multi-timeframe momentum, nasdaq vs. s&p hedged approach
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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.

"TQQQ or SH? Expanded RSI Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ or SH? Expanded RSI Strategy" is currently allocated toSHandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ or SH? Expanded RSI Strategy" has returned -2.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ or SH? Expanded RSI Strategy" is 6.93%. 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 "TQQQ or SH? Expanded RSI Strategy", 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.