Skip to Content
Symphonies
? Charged Pool : Filtered Tech+ | 3yr BT | AR 26.1% | SR 0.82 | SD 36.1% |MD 37.9%
Today’s Change
—

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

About

A contrarian, quality‑screened chip‑stock strategy that buys recent short‑term losers (by 12‑day RSI) and overweights the most beaten‑down. Highly concentrated and volatile. 3‑yr backtest: AR 26.1%, SR 0.82, vol 36%, max drawdown ~38%.
NutHow it works
1) Build a list of financially strong chip/related hardware firms (high profits, cash flow, low debt; e.g., Texas Instruments, ON Semi, Skyworks). 2) Every review, score them by a 12‑day RSI (0–100 gauge of how hard prices moved; low = recently sold off). 3) Buy the 6 lowest, giving extra weight to the very lowest via 6 stacked groups. 4) Recheck and rebalance periodically.
CheckmarkValue prop
Out-of-sample, this quality semiconductor picker targets ~23% annualized return with ~0.73 Sharpe, potentially beating the S&P on risk. It carries ~49% drawdown and beta ~1.8, but offers stronger upside in tech cycles and sector diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.141.470.50.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
574.68%14.41%1.36%13.5%0.89
? Charged Pool : Filtered Tech+ | 3yr BT | AR 26.1% | SR 0.82 | SD 36.1% |MD 37.9%
6,383.69%34.2%20.34%62.42%1.02
Initial Investment
$10,000.00
Final Value
$648,368.59
Regulatory Fees
$2,403.04
Total Slippage
$19,536.12
Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Equity long-only, semiconductors, contrarian mean reversion, rsi-based, quality filter, concentrated, short-term, high volatility
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
LSCC
Lattice Semiconductor Corp
Stocks
MPWR
Monolithic Power Systems, Inc.
Stocks
MTSI
MACOM Technology Solutions Holdings, Inc
Stocks
MXL
MaxLinear, Inc. Common Stock
Stocks
NVEC
NVE Corp
Stocks
ON
ON Semiconductor Corp
Stocks
POWI
Power Integrations Inc
Stocks
SWKS
Skyworks Solutions Inc
Stocks
TEL
TE Connectivity plc
Stocks
TXN
Texas Instruments Incorporated
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 toMPWR, ON, SWKS, NVEC, TELandMXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.82%. 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.