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Symphonies
20d BND vs 20d SPHB
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switches between SOXL (3x semiconductors) and SHV (cash‑like) using RSI. Regime is set by bonds vs high‑beta stocks, then entries are filtered by market fear (UVXY) and overbought/oversold signals on semis.
NutHow it works
Each day it chooses between SOXL (3x semiconductor stocks) and SHV (cash‑like T‑bills). It uses RSI, a 0–100 score of recent price strength. 1) Set mood: if bonds (BND) look stronger than high‑beta stocks (SPHB), be cautious; else risk‑on. 2) Risk‑on: buy SOXL only if very oversold; else SHV. 3) Cautious: check fear via UVXY (volatility ETF). Low fear → SOXL. If fear is rising, avoid if semis (SOXX) are overheated; otherwise buy SOXL if fear is extreme or SOXL is oversold; else SHV.
CheckmarkValue prop
Regime-driven, risk-aware strategy that allocates to 3x SOXL on deep dips and to cash (SHV) otherwise. Out-of-sample: ~42% annual return vs ~18% for SPY, with Sharpe ~0.83; note higher drawdowns in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.562.390.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
648.54%14.93%6.16%5.09%0.91
20d BND vs 20d SPHB
3,499,604.57%106.14%59.8%51.38%1.45
Initial Investment
$10,000.00
Final Value
$349,970,457.34
Regulatory Fees
$405,179.28
Total Slippage
$2,897,883.30
Invest in this strategy
OOS Start Date
Mar 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi timing, regime switching, volatility filter, leveraged etf, semiconductors, tactical, risk management
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 ETF
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.

"20d BND vs 20d SPHB" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"20d BND vs 20d SPHB" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "20d BND vs 20d SPHB" has returned 66.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "20d BND vs 20d SPHB" is 74.88%. 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 "20d BND vs 20d 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.