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Symphonies
10d BND vs. 10d SPHB
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it toggles between a cash-like fund (SHV) and a 3× semiconductor ETF (SOXL) using 10‑day momentum and fear gauges (BND vs SPHB, UVXY, SOXX/SOXL RSI). High risk due to leverage and sector concentration.
NutHow it works
Runs daily. It compares 10‑day momentum (RSI, 0–100: high=hot, low=cold) of BND (US bonds) vs SPHB (high‑beta US stocks). If bonds look stronger: if UVXY (fear/volatility) is low, buy SOXL (3× semiconductor stocks). If UVXY is high, step to SHV (T‑bills) unless fear is extreme (>84) or SOXL is very oversold (<30), then buy SOXL; and if SOXX (semis) is extremely hot (>80), stay in SHV. If stocks look stronger: only buy SOXL when very oversold; else hold SHV.
CheckmarkValue prop
High-conviction semis strategy with strong out-of-sample risk-adjusted gains: oos Sharpe ~1.25, Calmar ~1.43, near-100% annualized OOS return vs SPY ~22%, but with ~70% max drawdown. Best for bold, disciplined investors seeking big upside.

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Invest in this strategy
OOS Start Date
Jan 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum/rsi filter,volatility filter,semiconductors focus,leveraged etf,risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 BND vs. 10d SPHB" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10d BND vs. 10d SPHB" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10d BND vs. 10d SPHB" has returned 104.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10d BND vs. 10d SPHB" is 69.91%. 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 BND vs. 10d SPHB", 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.