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

About

Daily mean‑reversion: buy SOXX (semiconductor stocks) only when its 10‑day RSI is below 30; otherwise sit in SHV (cash‑like T‑bills). The BIL vs IEF interest‑rate check is present but doesn’t affect trades.
NutHow it works
Each day it checks a 10‑day RSI (a 0–100 score of recent price moves; low = recently sold off) for SOXX, an ETF of semiconductor stocks (chip makers). If RSI < 30, it buys SOXX for a short‑term rebound. Otherwise it holds SHV, a very short‑term U.S. Treasury bond ETF (cash‑like). There’s also a BIL vs IEF Treasury check, but as coded it doesn’t change the trade.
CheckmarkValue prop
Out-of-sample performance offers downside protection: max drawdown 9.1% vs 18.8% for SPY, Calmar ~1.63, solid risk-adjusted profile, and upside when semiconductors rebound. A disciplined, lower-risk alternative to the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi mean reversion, semiconductor sector, cash/t-bill parking, daily rebalance, tactical timing
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 14.29%. 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.