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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, buy SOXX only after a sharp pullback (10‑day RSI < 30); otherwise hold SHV (very short‑term U.S. Treasuries). Aims to catch rebounds in chip stocks while staying mostly in cash‑like T‑bills when not oversold.
NutHow it works
Each day it checks a 0–100 recent-move score (RSI) over 10 days for SOXX (a fund of chip stocks). If the score is below 30, it buys SOXX to try to catch a rebound. Otherwise it sits in SHV (very short‑term U.S. Treasuries; cash‑like). It also compares BIL (T‑bills) vs IEF (7–10yr Treasuries), but in this version that check doesn’t change the decision.
CheckmarkValue prop
Out-of-sample resilience: ~14.9% annualized return with 9.1% max drawdown, Calmar 1.63, beta 0.50, Sharpe 0.97. Lower risk and drawdowns than the S&P 500 while still offering meaningful upside via semiconductors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.180.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
525.68%10.29%-1.77%0.2%0.59
10d BIL vs 10d IEF - SOXX MR
309.15%7.81%0.25%0.83%0.83
Initial Investment
$10,000.00
Final Value
$40,914.77
Regulatory Fees
$104.43
Total Slippage
$653.25
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, semiconductors, tactical allocation, treasuries, daily rebalance, rsi
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

"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 14.13%. 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, and options.