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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

Tactical semiconductor strategy: buy sharp dips, fade big spikes with 3x chip ETFs (SOXL/SOXS) plus volatility, dollar, and Treasury hedges. When calm, uses RSI and trend. Concentrated and very high risk.
NutHow it works
Tracks SMH (chip-stock ETF). After big 1‑day drops it buys SOXL (3x long chips) and puts ~30% into hedges: UVXY/VIXM (volatility), UUP (US dollar), or SHY (short Treasuries). After big 1‑day spikes it uses SOXS (3x short), sometimes with SHY. If no big move: RSI “speedometer” 0–100. Low (<36) = oversold → lean long (SOXL+SMH). High (>70) = overheated → lean short (SOXS+SMH). Otherwise trend: above 200‑day = SMH; weak (<20‑day) = SOXS or SHY. Rebalances on ~8% drift. High risk.
CheckmarkValue prop
Rules-based semiconductor strategy aiming for big upside from dips and spikes. Out-of-sample: ~46% annualized return, Sharpe ~0.92, Calmar ~0.88. Volatility, USD, and Treasuries hedges seek stronger growth than the S&P for bold investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.630.510.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
489.08%14.45%1.36%5.73%0.88
1D Cumulative Returns Mean Reversion Base
203,753.37%78.6%28.74%78.95%1.38
Initial Investment
$10,000.00
Final Value
$20,385,337.06
Regulatory Fees
$103,736.81
Total Slippage
$711,760.17
Invest in this strategy
OOS Start Date
Sep 18, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Semiconductors, mean reversion, rsi, momentum, leveraged etfs, volatility hedging, usd, treasuries, tactical
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSMHandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 45.87%. 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, crypto, and options.