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Symphonies
10d BIL vs 10d IEF - SOXX MR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily mean‑reversion: own SOXX (semiconductor stocks) only after a sharp short‑term drop (10‑day RSI < 30). Otherwise sit in SHV (very short‑term Treasuries). The BIL vs IEF check is present but doesn’t affect the decision.
NutHow it works
Each day it checks SOXX’s 10‑day RSI, a 0–100 score of recent price moves (low = recently fell, high = recently rose). If RSI < 30 (washed‑out), buy SOXX (semiconductor stocks). Otherwise hold SHV (very short‑term U.S. Treasuries). It also compares BIL (cash‑like T‑bills) vs IEF (7–10yr Treasuries), but in this setup that check doesn’t change the final choice.
CheckmarkValue prop
Out-of-sample RSI-based semis strategy: ~15.75% annual return, ~9.1% max drawdown, Calmar ~1.73. SPY: ~20.8% return, ~18.8% drawdown. Better downside protection and steadier risk-adjusted gains vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.180.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
536.52%10.55%1.36%5.73%0.6
10d BIL vs 10d IEF - SOXX MR
305.11%7.87%0.32%0.98%0.83
Initial Investment
$10,000.00
Final Value
$40,511.02
Regulatory Fees
$104.36
Total Slippage
$653.25
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi, semiconductor sector, cash/treasuries, daily timing, tactical allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"10d BIL vs 10d IEF - SOXX MR" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10d BIL vs 10d IEF - SOXX MR" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10d BIL vs 10d IEF - SOXX MR" has returned 15.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10d BIL vs 10d IEF - SOXX MR" is 9.11%. 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 "10d BIL vs 10d IEF - SOXX MR", 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, crypto, and options.