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Symphonies
V2.1 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

Daily, rules-based rotation: in uptrends it rides leveraged tech; when overheated it hedges; in downtrends it buys sharp dips or shifts to Treasuries, the US dollar, gold, or inverse equity ETFs. Uses a simple trend test and an RSI hot/cold score.
NutHow it works
Each day it picks Offense or Defense by a simple trend test: is SPY above its 200‑day average (a long‑term trend line)? Offense: ride tech using leveraged funds (TQQQ/SOXL/TECL/UPRO). If things look “too hot” by RSI (a 0–100 hot/cold score), briefly hedge with SQQQ/UVXY. Defense: after sharp drops, try quick rebounds (“buy the dip”); otherwise park in safer assets (SHY/SHV/STIP/TLT) or diversifiers (UUP=dollar, UGL=gold) or SQQQ. Pairs are chosen by which is hotter/colder via RSI. Rebalanced daily.
CheckmarkValue prop
RSI-driven rotation shows higher risk-adjusted outperformance vs the S&P 500: Sharpe ~1.28 vs ~1.25, alpha ~0.21, Calmar ~1.72, annualized return ~74% vs ~20%. Higher drawdowns in stress, tempered by hedges and diversification.

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Invest in this strategy
OOS Start Date
Jul 19, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, trend + mean‑reversion, volatility hedge, leveraged/inverse etfs, multi‑asset risk management
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.96%. 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.