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Symphonies
Bullish MU Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses Micron’s short‑ vs long‑term trend as a daily signal. If MU is strong, own SMH (semiconductors). If not, own SPY (broad market). Aims to catch chip uptrends and default to diversified market when chips look weak.
NutHow it works
Every day it checks Micron (MU). If MU’s average price over the last 20 trading days is higher than its 50‑day average, it puts 100% into SMH (a fund holding many chip stocks). Otherwise it puts 100% into SPY (the broad U.S. stock market). It can switch daily. Why MU? Micron is a major memory‑chip maker whose stock often moves with the chip cycle. The idea is: when MU looks strong, ride semiconductors; when it looks weak, stay broadly diversified in SPY.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return (Sharpe ~1.50; Calmar ~1.88) with ~44% annualized gains vs ~16% for the S&P, rotating daily between SMH and SPY on MU momentum signals. Note higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.071.180.690.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
607.85%14.81%-0.15%0.4%0.92
Bullish MU Strategy
2,213.21%24.82%4.47%10.71%1.06
Initial Investment
$10,000.00
Final Value
$231,320.57
Regulatory Fees
$105.06
Total Slippage
$719.86
Invest in this strategy
OOS Start Date
Oct 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend-following, sector rotation, moving-average, semiconductors, tactical allocation, us equities
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
MU
Micron Technology, Inc.
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Bullish MU Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bullish MU Strategy" is currently allocated toSMH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bullish MU Strategy" has returned 38.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bullish MU Strategy" is 23.37%. 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 "Bullish MU Strategy", 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.