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Symphonies
V1 BWC: 60D RSI <> 50
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily strategy across Dow, S&P 500, Nasdaq‑100, Tech, and Semis. Uses a 60‑day strength score and short‑term signals to switch among regular funds, 3× bulls, volatility (VIXY/UVXY), or defensive BTAL, then holds the 4 most active equally.
NutHow it works
It watches five stock buckets: Dow (DIA/UDOW), S&P 500 (SPY/UPRO), Nasdaq‑100 (QQQ/TQQQ), Tech (XLK/TECL), Semis (SOXX/SOXL). A 60‑day “strength score” (RSI: 0–100; >50 uptrend, <50 downtrend) plus short‑term signals picks: a regular fund, an aggressive 3× bull, a volatility fund (VIXY/UVXY) when things look too hot or after sharp drops, or a defensive fund (BTAL). It keeps the 4 most active buckets, splits equally, and rebalances daily. Very risky (3×/VIX).
CheckmarkValue prop
Out-of-sample: ~58.5% annualized return vs ~21.2% (S&P 500), Sharpe ~1.35 vs ~1.26, Calmar ~1.84. A rules-based, risk-on/off sleeve strategy seeking larger gains with strong risk-adjusted downside control.

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Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum & mean reversion, leveraged etfs, volatility hedge, u.s. equities, tech/semis, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"V1 BWC: 60D RSI <> 50" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 BWC: 60D RSI <> 50" is currently allocated toSOXX, QQQ, BTALandDIA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: 60D RSI <> 50" has returned 52.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 BWC: 60D RSI <> 50" is 31.77%. 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 "V1 BWC: 60D RSI <> 50", 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.