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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

Daily, rules-based trader that times semiconductors and market fear. Uses a short-term “heat” gauge (RSI) on cash, bonds, and the S&P 500: buy volatility when stocks look too hot; otherwise ride or short chip stocks, or sit in T-bills.
NutHow it works
Each day: - Compare short-term “heat” (RSI: 0–100 speed-of-move gauge) of BIL (T-bills) vs BND (bond market). If BIL > BND: • If SPY (S&P 500) is very hot (RSI>76), buy 80% UVXY/VIXY (fear/volatility; pick the weaker by 13-day RSI), 20% cash. • Else buy SOXL (3x long semiconductors). - If BND ≥ BIL: hold BIL unless SOXS (3x short semis) has the stronger 3-day return; then buy SOXS.
CheckmarkValue prop
Out-of-sample annualized return ~76.6% vs SPY ~21.1%; max drawdown ~80.8% vs ~18.8%; Calmar ~0.95, Sharpe ~1.07. A daily, regime-driven mix of volatility, semiconductors and cash targets outsized upside when signals align—risk-tolerant investors only.

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Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical,momentum,mean-reversion,volatility,leveraged etfs,semiconductors,market timing,daily rebalance,risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 76.56%. 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, crypto, and options.