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Symphonies
[DEV] ?? Beta Baller v0.21 - $Deez | OCT22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily swing strategy. It gauges short-term strength of cash vs bonds, then either rides semiconductors up (SOXL), braces for pullbacks with VIX funds (UVXY/VIXY) when the S&P 500 looks too hot, or sits in T‑bills/bets against semis (SOXS). Uses leveraged, high-risk ETFs.
NutHow it works
Daily, it first compares recent “heat” (RSI) of BIL (T‑bill/cash ETF) vs BND (broad bonds). If BIL is hotter: check SPY (S&P 500). If SPY looks overly hot (7‑day RSI>76), put most (~80%) into a VIX fund (UVXY or VIXY), picking the calmer one; else go 3x long semiconductors via SOXL. If BIL isn’t hotter: buy whichever did better over the last 3 days—bearish 3x semis (SOXS) or BIL. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge with strong risk-adjusted upside vs S&P: Calmar ~1.21, Sharpe ~1.18, positive alpha (~0.17M), plus tactical hedges (volatility and semis) to capture rallies while limiting downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.262.220.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.15%14.63%0.54%-0.34%0.9
[DEV] ?? Beta Baller v0.21 - $Deez | OCT22
-97.91%-23.66%2.91%17.85%0.09
Initial Investment
$10,000.00
Final Value
$208.60
Regulatory Fees
$524.49
Total Slippage
$1,199.81
Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, rsi, leveraged etfs, semiconductors, volatility, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 80.84%. 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 the symphony, 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.