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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, it tactically rotates among Dow, S&P 500, Nasdaq, Tech, and Semis, using a simple strength score to buy 3x bull funds in uptrends, shift to defensive or VIX hedges in weakness/overheating, and focuses on the 4 most active areas.
NutHow it works
Every day it looks at five stock baskets: Dow (DIA/UDOW), S&P 500 (SPY/UPRO), Nasdaq (QQQ/TQQQ), Tech (XLK/TECL), and Semis (SOXX/SOXL). It uses a 0–100 “strength” score (RSI) to tell if each basket has been strong (>50) or weak (<50). - Strong: buy 3x on dips (RSI<30), hedge if too hot (RSI>80), otherwise favor what’s stronger (base vs 3x). - Weak: default to a defensive fund (BTAL) unless price turns up (above 20‑day avg) or deeply oversold. Big shocks can shift to VIX hedges (VIXY/UVXY). It then picks the 4 most active baskets and splits money evenly.
CheckmarkValue prop
Out-of-sample edge: annualized return 58.5% vs SPY 21.2%; Sharpe 1.35 vs 1.26; alpha ~0.23. A tactical rotation across top movers with hedges offers higher upside and diversification, with potential drawdowns ~32% vs ~19% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.880.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
642.93%15.09%-1.77%0.2%0.93
V1 BWC: 60D RSI <> 50
148,742.76%66.85%-6.1%3.14%1.62
Initial Investment
$10,000.00
Final Value
$14,884,275.82
Regulatory Fees
$29,510.71
Total Slippage
$193,497.90
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, rsi-based momentum, sector/index rotation, leveraged etfs, volatility hedging, daily rebalance
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 ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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, QQQandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: 60D RSI <> 50" has returned 49.91%. 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.