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Symphonies
Nasdy Soxx Machine V1.0 | Deez | 7JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressively times semiconductors with RSI, flipping between 3x bull (SOXL) and 3x bear (SOXS). When neutral, it rotates into top mega‑cap stocks or strong leveraged index ETFs, and uses a volatility ETF (VIXM) when the market overheats.
NutHow it works
It reads “temperature” gauges (RSI: a 0–100 score of how fast prices rose vs fell; high=hot, low=cold) to switch stances. - If chip stocks (SOXX) are very hot, it shortes them via SOXS (3x inverse). - If chips are briefly cold and the bull fund (SOXL) isn’t overheated, it buys SOXL (3x long). - Otherwise it uses a backup: if the whole market (SPY) is too hot, hold VIXM (volatility). If very weak, buy the strongest of TECL/TNA/SPXL (3x bulls). Else, hold the 3 strongest big US stocks from a preset list.
CheckmarkValue prop
Out-of-sample edge: ~52.6% annualized return vs S&P ~20.3%, Calmar ~1.21, Sharpe ~0.92. Tactical semiconductor timing (3x long/short) plus volatility hedge aims higher upside with managed risk vs the broad market.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.652.230.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
546.02%15.01%1.36%5.73%0.92
Nasdy Soxx Machine V1.0 | Deez | 7JUL2023
3,230,789.88%117.82%17.89%70.95%1.5
Initial Investment
$10,000.00
Final Value
$323,088,988.39
Regulatory Fees
$1,216,948.26
Total Slippage
$8,710,511.01
Invest in this strategy
OOS Start Date
Jul 25, 2023
Trading Setting
Threshold 6.9%
Type
Stocks
Category
Tactical rotation, momentum/mean‑reversion, leveraged etfs, semiconductors, us large caps, volatility hedge
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 toGOOGL, AMGNandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.32%. 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.