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Symphonies
V1a Simple RSIs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

RSI‑driven, risk‑on/off strategy: flee to the U.S. dollar when volatility spikes, sometimes tilt to 3x long Treasuries, and otherwise rotate into the two most “oversold” picks among 3x equity bulls and bond ETFs. Very high risk.
NutHow it works
RSI is a 0–100 “heat” gauge of recent price moves (>70=hot, <30=cold). 1) If VIXM (volatility ETF) is hot, hold USDU (long U.S. dollar). Else: 2) If SPY (S&P 500) is stronger than XLU (utilities) over ~6 months, buy the 2 “coldest” (lowest 21‑day RSI) from: SPXL/UPRO (3x S&P 500), SOXL (3x chips), TECL (3x tech), or AGG/BSV/SHY (bond ETFs). Otherwise: 3) If TLT (long Treasuries) is colder than AGG, hold TMF (3x long Treasuries); else do step 2. Uses 3x funds—big swings.
CheckmarkValue prop
Out-of-sample return: 22.43% vs SPY’s 22.22%. RSI-driven rotations with a USD hedge target extra upside in risk-on periods and volatility resilience. Note: levered positions can incur large drawdowns (oos max DD ~70%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.970.180.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
365.47%13.46%-0.15%0.4%0.82
V1a Simple RSIs
51,973.85%67.13%-0.52%4.35%1.48
Initial Investment
$10,000.00
Final Value
$5,207,385.26
Regulatory Fees
$26,115.24
Total Slippage
$172,795.54
Invest in this strategy
OOS Start Date
Apr 19, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, rsi-based, volatility filter, contrarian rotation, leveraged etfs, equities, bonds, u.s. dollar
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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.

"V1a Simple RSIs" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Simple RSIs" is currently allocated toTMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Simple RSIs" has returned 17.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Simple RSIs" is 70.26%. 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 "V1a Simple RSIs", 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.