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Symphonies
⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch between 3x bullish (SOXL) and 3x bearish (SOXS) semiconductor ETFs, using SOXX’s short-term “heat” (RSI) and big one-day moves to decide whether to ride momentum or fade overbought conditions.
NutHow it works
Each day it reads SOXX (a broad semiconductor fund) as a “thermometer,” then buys either SOXL (3x up) or SOXS (3x down). - If SOXX looks extremely hot, it bets down (SOXS). - Otherwise, it rides uptrends unless recent strength looks too hot—then it flips to SOXS. 3x funds are very volatile.
CheckmarkValue prop
Out-of-sample annualized return ~26.3% vs SPY ~16.4%; disciplined SOXX-based timing drives 3x bets on SOXL/SOXS. Calmar ~0.32 and alpha ~0.17% signal meaningful upside with risk control, though drawdowns can be large in tech downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.813.080.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.49%13.66%-1.77%0.2%0.83
⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine
13,427,613.99%109.29%-18.64%64.03%1.02
Initial Investment
$10,000.00
Final Value
$1,342,771,398.95
Regulatory Fees
$3,211,178.99
Total Slippage
$23,069,288.00
Invest in this strategy
OOS Start Date
Oct 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, tactical momentum/contrarian, leveraged etfs, long/short, daily rebalanced
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor 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.

"⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine" has returned 19.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine" is 82.56%. 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 "⚞(⦾.⦾)⚟ | Yet Another $SOXX RSI Machine", 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.