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Symphonies
OG V0.1 | Minimal BB | Simple Beta Baller Signal
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, semiconductor‑focused, high‑octane strategy. A simple “heat meter” on stocks/bonds decides between 3x long semis/tech (SOXL/TECL), 3x inverse (SOXS/SQQQ), or VIX plays (UVXY/VIXY). Mostly rides semis; hedges when markets look overheated.
NutHow it works
It uses a “heat meter” (RSI) of buying/selling. If longer Treasuries (IEF) beat cash (BIL), it rides SOXL (3x semis) unless the S&P 500 (SPY) looks too hot—then it buys UVXY/VIXY (funds that rise when the VIX fear index spikes). If bonds say risk‑off, it checks stocks (HIBL vs SHY): if stocks still look strong it shorts with SOXS/SQQQ; else it goes long SOXL/TECL (3x tech). Rebalanced daily; very volatile.
CheckmarkValue prop
Out-of-sample, a tech/semis strategy delivering big alpha: ~106% annualized vs SPY ~22%, Calmar ~1.41, Sharpe ~1.25. Higher upside but more volatility and drawdowns (~75%): a potent satellite to core stocks.

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Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, semiconductors, technology, volatility, mean reversion, trend filter, market timing, daily rebalanced
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
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
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
UVXY
ProShares Ultra 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 83.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 75.05%. 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.