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Symphonies
1D Cumulative Returns Mean Reversion Base
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A semiconductor‑focused mean‑reversion strategy: fade big daily moves with leveraged bull/bear ETFs, size positions with a simple “hot/cold” gauge (RSI), and use a trend fallback when neutral. Adds small volatility, dollar, and T‑bill hedges for shocks.
NutHow it works
It watches SMH (semiconductor stocks). After a huge 1‑day drop, it “buys the dip” with SOXL (3x bullish semis) and puts ~30% in hedges (VIXM/UVXY = volatility, UUP = US dollar, or SHY = short‑term Treasuries). After a huge pop, it bets on a pullback with SOXS (3x bearish) plus some SHY. Otherwise it uses RSI (a hot/cold score): colder → more SOXL, hotter → more SOXS. If neutral, follow trend: above 200‑day → SMH; below → SOXS or SHY.
CheckmarkValue prop
Out-of-sample edge: 43.42% annualized return vs SPY’s 20.62%, Sharpe ~0.90, Calmar ~0.83. Expect bigger drawdowns (~52% vs ~19%), but disciplined hedging and trend filters target superior long-run growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.630.520.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
479.12%13.99%-1.77%0.2%0.86
1D Cumulative Returns Mean Reversion Base
214,275.58%77.16%5.68%12.88%1.36
Initial Investment
$10,000.00
Final Value
$21,437,557.54
Regulatory Fees
$125,481.09
Total Slippage
$869,485.35
Invest in this strategy
OOS Start Date
Sep 18, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Mean reversion, semiconductors, leveraged etfs, rsi, trend filter, volatility hedge
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-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.

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

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

Year-to-date, the symphony has returned 44.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.14%. 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.