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Symphonies
5-50D RSI Mean Reversion
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, semiconductor-focused strategy that buys dips and shorts pops using SMH with 3x ETFs (SOXL/SOXS). When neither stretched, it follows trend and can shift to bonds (SHY) or short exposure based on recent momentum.
NutHow it works
It watches a semiconductor fund (SMH). If it fell too fast (RSI low), it “buys the dip” using SMH plus some 3x bull (SOXL) — more SOXL when the selloff looks short‑lived, less when it’s deep. If it ran up too fast (RSI high), it “fades the pop” with SMH plus some 3x bear (SOXS). Otherwise, it follows trend: above the 200‑day = hold SMH; below it and weak = pick SOXS or short‑term Treasuries (SHY), whichever is stronger short‑term.
CheckmarkValue prop
Out-of-sample edge: ~45.3% annualized return vs ~20.6% for the S&P, with strong risk-adjusted metrics (Calmar ~1.02, Sharpe ~1.04). Higher upside, but expect larger drawdowns in sustained downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.271.090.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
479.12%13.99%-1.77%0.2%0.86
5-50D RSI Mean Reversion
12,855.14%43.71%-1.18%28.31%1.16
Initial Investment
$10,000.00
Final Value
$1,295,513.60
Regulatory Fees
$2,004.12
Total Slippage
$13,079.71
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Semiconductors, mean reversion, tactical, rsi, trend/momentum, leveraged etfs, long/short, high volatility
Tickers in this symphonyThis symphony trades 4 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

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.

"5-50D RSI Mean Reversion" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"5-50D RSI Mean Reversion" is currently allocated toSMH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "5-50D RSI Mean Reversion" has returned 45.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "5-50D RSI Mean Reversion" is 44.49%. 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 "5-50D RSI Mean Reversion", 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.