Skip to Content
Symphonies
BB-X || Deez || 14JUN2023
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A short-term, rules-based swing trader that flips among leveraged semiconductors (SOXL/SOXS), S&P 500 or Nasdaq (UPRO/SPXU, TQQQ/SQQQ), and volatility (UVXY/VIXY) using an RSI “heat” gauge, simple moving averages, and a bond-driven regime switch. Often fades overbought moves.
NutHow it works
Two equal sleeves trade daily. A bond check (BIL vs IEF) chooses the playbook. If the S&P 500 looks “hot” (RSI: a 0–100 heat score; high=run‑up), it buys volatility (UVXY/VIXY) to catch pullbacks. Otherwise it trades semiconductors (chip stocks): rides SOXL (3x bull) unless chips are too hot (then SOXS, 3x bear) or suddenly washed out (a small rule picks SOXL/SOXS). If no chip/vol signal, it trend‑trades the S&P/Nasdaq (UPRO/SPXU, TQQQ/SQQQ) with moving averages.
CheckmarkValue prop
Out-of-sample edge: ~55% annualized return vs ~21% for the S&P, Calmar ~0.88. A disciplined two-sleeve rule-based strategy across semis, broad market and volatility targets big upside from trends/spikes—yet larger drawdowns than the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Threshold 6.9%
Type
Stocks
Category
Tactical, short-term, leveraged etfs, semiconductors (chips), volatility (vix), momentum + mean-reversion, trend-following
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"BB-X || Deez || 14JUN2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BB-X || Deez || 14JUN2023" is currently allocated toSPXU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BB-X || Deez || 14JUN2023" has returned 59.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BB-X || Deez || 14JUN2023" is 63.14%. 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 "BB-X || Deez || 14JUN2023", 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.