Skip to Content
Symphonies
V2 | Holy Grail Simplified w/ RSI Divination + VIXen | DereckN, HinnomTX
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, RSI-driven trend + buy-the-dip approach: ride tech strength in uptrends, buy dips or move to Treasuries when weak, and hedge with VIX/inverse ETFs when overheated. A small VIXen sleeve times volatility/bonds to reduce drawdowns.
NutHow it works
Step 1: Is the S&P 500 (SPY) above its 200‑day average? If yes (uptrend), it mainly holds leveraged tech index funds (Nasdaq‑100/S&P 500). If “too hot,” it briefly hedges with inverse tech or VIX funds (RSI = 0–100 hot/cold meter). If no (downtrend), it buys tech dips or hides in short‑term Treasuries. After sharp selloffs it runs a buy‑the‑dip module. A smaller sleeve (VIXen) times volatility and long/short Treasuries to cushion slumps.
CheckmarkValue prop
Out-of-sample, this RSI-driven, regime-tuned strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe ~1.60 vs 1.41, annualized return ~69.6% vs ~22.5%, with a Calmar ~2.24. Expect stronger upside with disciplined drawdown controls and tactical hedges.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Trend-following, mean reversion, rsi-based, tactical allocation, leveraged etfs, volatility hedging, tech tilted, multi-asset
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
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.

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

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

Year-to-date, the symphony has returned 62.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.01%. 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, and options.