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Symphonies
TQQQ RSI Strategy (Public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend-and-momentum switcher that rotates among leveraged tech bulls (TQQQ/TECL), an inverse bet (SQQQ), volatility (UVXY), or cash-like Treasuries (SHV) using a 200‑day trend filter, RSI “hot/cold” levels, and big 1‑day move triggers.
NutHow it works
Each day it checks if TQQQ (3x Nasdaq‑100) is above its 200‑day average. If yes and short‑term strength isn’t “hot” (RSI<49) it holds TQQQ, except: >8.5% up day → SQQQ unless still very “cold” (RSI<31) → TECL (3x tech); <−2% day → SHV (T‑bills). If uptrend but “hot” (RSI≥49) it parks in SHV, and if extremely hot (QQQ RSI>80) it buys UVXY (volatility). If downtrend it sits in SHV unless very “cold” (RSI<31) → TECL. RSI is a 0–100 “hot/cold” gauge.
CheckmarkValue prop
Out-of-sample annualized return: 54.5% with Calmar 2.32 and Sharpe 1.23 vs the S&P 500 at ~22.6%; a disciplined, trend-driven strategy offering higher upside with hedging and strong risk-adjusted performance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.480.760.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
TQQQ RSI Strategy (Public)
166,572.83%68.97%5.68%8.01%1.51
Initial Investment
$10,000.00
Final Value
$16,667,282.69
Regulatory Fees
$39,698.96
Total Slippage
$269,889.30
Invest in this strategy
OOS Start Date
Dec 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend + momentum, rsi, nasdaq-100, technology, volatility hedge, daily timing, tactical allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 RSI Strategy (Public)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ RSI Strategy (Public)" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ RSI Strategy (Public)" has returned 54.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ RSI Strategy (Public)" is 23.50%. 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 RSI Strategy (Public)", 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, crypto, and options.