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Symphonies
V1.1 BWC+HTX: Sub-Zero RSI MA Crossover (BT June 2 2015) Smart Sane SVXY Edition incl. UVXY & Extreme Beta
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switch between risk-on and risk-off using an RSI trend check. In selloffs it buys the most beaten-down 3× stock ETFs; in uptrends it rides strong trends and hedges when markets look too hot. Can rotate to Treasuries; SVXY capped at 26%.
NutHow it works
RSI is a 0–100 “heat” score of recent price moves (low=cold, high=hot). First, compare SPY’s 30‑ vs 45‑day RSI: if short‑term > long‑term, market is “constructive”; else “weak.” Weak: if very oversold (RSI<30) buy the coldest 3× stock ETFs; otherwise use defensive/short or T‑bills. Constructive: if too hot (RSI>80/85) hedge (volatility/sector shorts). Otherwise own strong trends (3× index) plus a capped short‑vol slice (SVXY ≤26%). If bonds lead, hold Treasuries.
CheckmarkValue prop
RSI-driven regime-switching strategy that diversifies beyond the S&P 500—rides trends, buys dips, hedges froth, and rotates to Treasuries. Out-of-sample: 14.9% annualized return, 0.52 Sharpe, Calmar 0.48, max drawdown 31%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.790.240.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
288.21%13.78%1.2%6.23%0.81
V1.1 BWC+HTX: Sub-Zero RSI MA Crossover (BT June 2 2015) Smart Sane SVXY Edition incl. UVXY & Extreme Beta
248,076.56%110.41%-0.91%-17.72%1.95
Initial Investment
$10,000.00
Final Value
$24,817,655.51
Regulatory Fees
$184,768.94
Total Slippage
$1,291,565.22
Invest in this strategy
OOS Start Date
Nov 25, 2023
Trading Setting
Threshold 24%
Type
Stocks
Category
Regime switching, momentum, mean reversion, leveraged etfs, volatility etps, tactical allocation, risk management
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, SPHB, SVXYandDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.13%. 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 the symphony, 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.