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Symphonies
5-50D RSI Mean Reversion V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, buy-the-dip/sell-the-rip strategy for semiconductors. It sizes 3x bull/bear ETF positions by how “stretched” prices are (RSI) and by volatility, adds hedges in rough markets, and defaults to simple trend-following when conditions are calm.
NutHow it works
What it trades: semiconductors via SMH (chip ETF), SOXL (3x bull chip ETF), SOXS (3x bear chip ETF). Hedges: UVXY/VIXM (volatility), UUP (US dollar), SHY (short-term Treasuries). RSI is a 0–100 “stretched” score: low = oversold, high = overbought. The strategy checks SMH’s RSI over 5–50 days. If RSI is low (<36), it scales into SOXL; if high (>70), it scales into SOXS. Bigger/more windows = bigger position. It classifies markets by volatility (using UVXY’s RSI) and then reacts to today’s SMH move: big drops trigger SOXL (often 70% SOXL + 30% hedge); big spikes tilt to SOXS with some bonds. In calm uptrends, it may simply hold SMH or the 5 strongest chip stocks. If trends weaken, it chooses the safer of SOXS or SHY. Rebalancing uses an 8% drift band.
CheckmarkValue prop
RSI-driven semiconductor strategy aims for outsized upside vs the S&P: ~45.5% OOS annualized vs ~20.6% SPY, via leveraged mean-reversion with hedges. Note higher drawdown risk, but disciplined risk controls target strong upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.80.620.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
497.13%14.43%2.19%5.01%0.89
5-50D RSI Mean Reversion V2
1,052,416.31%101.13%-8.33%7.99%1.42
Initial Investment
$10,000.00
Final Value
$105,251,630.93
Regulatory Fees
$735,138.55
Total Slippage
$5,222,197.97
Invest in this strategy
OOS Start Date
Sep 20, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Semiconductors, mean reversion, volatility regimes, leveraged etfs, tactical trading, hedged
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
ADI
Analog Devices, Inc.
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
INTC
Intel Corp
Stocks
KLAC
KLA Corporation Common Stock
Stocks
LRCX
Lam Research Corp
Stocks
MCHP
Microchip Technology Inc
Stocks
MRVL
Marvell Technology, Inc. Common Stock
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 V2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"5-50D RSI Mean Reversion V2" is currently allocated toSHYandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "5-50D RSI Mean Reversion V2" has returned 45.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "5-50D RSI Mean Reversion V2" is 59.34%. 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 V2", 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.