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Symphonies
K Wave V4
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, semiconductor‑focused strategy: buys 3x long on sharp down days, shorts 3x on sharp up days, adjusts thresholds by volatility, and otherwise holds SMH or top chip stocks with bond/dollar/volatility hedges. Uses a SPY trend filter.
NutHow it works
1) It checks market “fear” using UVXY’s 30‑day RSI (a 0–100 recent‑speed score) to label Low/Medium/High volatility. 2) It watches SMH (chip ETF) for big 1‑day moves: big drops buy SOXL (3x bull); big spikes buy SOXS (3x bear). Often 30% goes to hedges (VIXM/UVXY, UUP, or SHY). 3) If no extremes, it uses trends (SPY 200‑day, moving averages, RSI) to hold SMH or 5 leading chip stocks. Trades when rules change.
CheckmarkValue prop
Out-of-sample, this semiconductor strategy targets ~63% annualized return with hedges and Calmar ~1.07. It offers far higher upside than SPY’s ~23% but with much larger drawdowns (~59% vs ~19%) and a lower Sharpe (~0.997 vs 1.412).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.880.580.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
538.2%14%-4.28%-3.83%0.87
K Wave V4
4,346,607.22%112.74%17.22%10.05%1.47
Initial Investment
$10,000.00
Final Value
$434,670,721.92
Regulatory Fees
$3,222,785.96
Total Slippage
$23,108,402.60
Invest in this strategy
OOS Start Date
Nov 4, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Semiconductors, tactical, mean reversion, volatility regime, leveraged etfs, trend filter, 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.

"K Wave V4" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"K Wave V4" is currently allocated toSHYandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "K Wave V4" has returned 63.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "K Wave V4" is 58.73%. 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 "K Wave V4", 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.