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Symphonies
10D SMH RSI > 10D KMLM RSI -> (SOXL or TECL) or (TECS or BITI)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑position, high‑risk switch. It compares chips (SMH) to a defensive trend‑follower (KMLM) using a 10‑day heat score (RSI). If risk‑on: buy 3× tech bull (SOXL/TECL). If risk‑off: buy 3× tech bear (TECS) or short Bitcoin (BITI) if the bear trade looks too hot.
NutHow it works
It asks: are chip stocks (SMH) stronger than a trend-following safety fund (KMLM)? Strength = 10‑day RSI, a 0–100 heat meter of recent price moves. If chips lead (risk‑on), buy a 3× tech bull ETF: SOXL unless it’s overheated (RSI≥75), then use TECL. If not (risk‑off), buy a 3× tech bear ETF (TECS) unless it’s overheated (RSI≥65); then short Bitcoin (BITI). One holding at a time; 3× funds are extremely volatile.
CheckmarkValue prop
Out-of-sample, a 3x tech regime-switching strategy targets ~49% annualized return vs ~19% for the S&P 500, with beta diversification. Risk: ~65% max drawdown and higher volatility, but substantial upside in favorable regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.521.180.050.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
110.04%20.5%1.36%13.5%1.21
10D SMH RSI > 10D KMLM RSI -> (SOXL or TECL) or (TECS or BITI)
19,953.11%278.8%46.99%153.65%1.92
Initial Investment
$10,000.00
Final Value
$2,005,311.31
Regulatory Fees
$2,622.47
Total Slippage
$20,932.20
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, tactical momentum, tech/semiconductors, regime filter, short bitcoin, very high risk
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BITI
ProShares Short Bitcoin ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 65.10%. 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 the symphony, 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.