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Symphonies
V2 Holy Grail Simplified w/RSI Divination - without VIXen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical mix that flips between offense and defense. Uses a 200‑day trend filter and a simple “temperature” gauge (RSI) to buy dips in tech (TQQQ/TECL) or hide in hedges (SQQQ/UVXY), bonds (TLT/SHY/STIP), the US dollar (UUP), or gold (UGL).
NutHow it works
Daily playbook: 1) Trend—Is SPY above its 200‑day average? 2) Short‑term temperature (RSI). If trend is up and it’s overheated, hedge (SQQQ/UVXY); else pick growth (TQQQ) vs short‑term bonds (STIP) by RSI. If trend is down, use buy‑the‑dip: after sharp falls buy leveraged tech (TQQQ/TECL); after sharp pops hedge (SQQQ/UVXY). If no edge, rotate among tech vs cash‑like bonds (SOXL/TQQQ vs SHY/STIP), or to bonds (TLT), dollar (UUP), or gold (UGL). RSI: high=hot, low=cold.
CheckmarkValue prop
Out-of-sample, this strategy delivers 85.9% annualized return with Sharpe ~1.45 and Calmar ~2.05, far above the S&P 500. It actively rotates between risk-on and hedges to capture upside while aiming to control drawdowns.

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Invest in this strategy
OOS Start Date
Jul 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum and mean reversion, regime switching, volatility hedging, risk-on/risk-off
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 85.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.84%. 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.