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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

Daily, rules-based swing strategy across Dow, S&P 500, Nasdaq, Tech, and Semis. Uses a simple momentum gauge to go risk-on (often with 3x funds), rotate to defensive (BTAL), or hedge with volatility (VIXY/UVXY). Allocates to the 4 most active sleeves equally.
NutHow it works
It tracks five markets: Dow (DIA), S&P 500 (SPY), Nasdaq-100 (QQQ), Technology (XLK), and Semiconductors (SOXX). For each one it asks: is momentum healthy? (a 0–100 “RSI” gauge; above 50 = healthier). - Healthy: usually own the index or its 3x version; if very hot (RSI > 80) shift to a volatility hedge (VIXY); if weak short term, prefer the 3x dip-buy. - Unhealthy: usually hold a defensive fund (BTAL), unless a dip-buy or short-term trend improves; in sharp selloffs sometimes use UVXY. It then picks the 4 most active themes and splits money equally.
CheckmarkValue prop
Out-of-sample edge: ~60% annualized return vs SPY ~22%; Sharpe ~1.35 vs 1.26; Calmar ~1.89; max drawdown ~32% vs ~19%. A rules-based, multi-sleeve rotation with hedges seeks bigger upside with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.870.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
655.73%15.55%1.36%5.73%0.95
V1 BWC: 60D RSI <> 50
150,449.9%68.67%2.1%16.11%1.64
Initial Investment
$10,000.00
Final Value
$15,054,990.46
Regulatory Fees
$26,265.95
Total Slippage
$171,522.34
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, mean-reversion, leveraged etfs, volatility hedge, us equities, tech/semiconductors, defensive rotation
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.

"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, SPYandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: 60D RSI <> 50" has returned 60.07%. 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, crypto, and options.