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Symphonies
Yolo Sorter - RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical “risk dial” that flips among cash (BIL), volatility hedges (VXX), and 3x market/tech bets (TQQQ, UPRO, SOXL, TECL) using overbought/oversold scores (RSI), a 200‑day trend filter, and a 60‑day loss brake; it holds the 2 best‑scoring mixes.
NutHow it works
Each day it builds 9 versions of the portfolio, from very safe (mostly BIL, a T‑bill cash ETF) to very bold (mostly fast‑switching trades). The trading engine: 1) If stocks look “too hot” (RSI very high), hedge with VXX (volatility). 2) If “washed out” (RSI very low), buy 3x bulls like TQQQ/UPRO/SOXL/TECL (Nasdaq/S&P/semis/tech). 3) Otherwise use a 200‑day trend and RSI to pick TQQQ, SQQQ+cash, or all cash if the last 60 days were bad. It then ranks the 9 mixes by 14‑day RSI and holds the top 2.
CheckmarkValue prop
Out-of-sample, it cuts drawdown to 1.74% vs 2.53% for SPY and delivers strong risk-adjusted returns (Calmar ~4.1) with a negative market beta. A disciplined, rules-based approach that pairs downside protection with selective upside in favorable regimes, complementing the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi signals, 200‑day trend filter, leveraged etfs, volatility hedge, risk-on/risk-off, daily rebalancing
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

"Yolo Sorter - RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Yolo Sorter - RSI" is currently allocated toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Yolo Sorter - RSI" has returned 12.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Yolo Sorter - RSI" is 2.15%. 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 "Yolo Sorter - RSI", 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.