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Symphonies
?? BB-XM 1.z ||| Deez ||| 14JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules-based rotation that rides strength in semiconductors, hedges with volatility when the S&P 500 looks overheated, and otherwise trend-trades 3x S&P/Nasdaq funds. Uses RSI and short MAs. Very high risk due to leverage and VIX ETPs.
NutHow it works
Rules-based switcher using RSI (a 0–100 “heat” score) and short-term trends. - If semiconductors (SOXX) outrun cash (BIL): ride SOXL (3x long). If the S&P 500 looks very hot (SPY RSI > ~75): buy UVXY/VIXY (volatility). - Else: flip SOXL vs SOXS by RSI. If no clear semi signal: trend-trade UPRO/SPXU (S&P) or TQQQ/SQQQ (Nasdaq). Very high risk.
CheckmarkValue prop
Aggressive, rules-based rotation into semis with volatility hedges. OOS: ~48% annualized return vs ~21% for SPY, with solid risk metrics (Calmar ~0.76, Sharpe ~0.88). Note: higher drawdowns (~63%).

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Invest in this strategy
OOS Start Date
Jul 7, 2023
Trading Setting
Threshold 6.9%
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,trend following,leveraged etfs,volatility trading,semiconductors,market timing
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor 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
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"?? BB-XM 1.z ||| Deez ||| 14JUN2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"?? BB-XM 1.z ||| Deez ||| 14JUN2023" is currently allocated toSPXU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "?? BB-XM 1.z ||| Deez ||| 14JUN2023" has returned 49.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "?? BB-XM 1.z ||| Deez ||| 14JUN2023" is 63.38%. 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 "?? BB-XM 1.z ||| Deez ||| 14JUN2023", 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.