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Symphonies
Picofolio | 1. 🚂 2.🧦 | 23FEB2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical portfolio that mainly times semiconductors using a “hot/cold” meter (RSI), flipping between 3x up (SOXL) and 3x down (SOXS). A second sleeve reacts to the dollar, bonds, gold, and cash, plus a small defensive COST/UNH sleeve.
NutHow it works
Rules-based, fast-trading mix. Uses RSI (0–100 hot/cold gauge of recent up vs down days). Core bet is semiconductors via SOXL/SOXS (3x up/down): too hot → SOXS; very cold → often SOXL. A macro sleeve holds USD (UUP/USDU) in dollar uptrends; otherwise rotates among cash (BIL), semis, and commodities (DBC). Extreme S&P signals shift to gold (UGL) or shorts (SH/PSQ). A small “meat shield” owns COST/UNH unless markets lurch lower, then cash (BIL).
CheckmarkValue prop
Out-of-sample: 29.7% annualized return vs 24.2% for the S&P 500, with semis exposure plus macro diversification (dollar, commodities, gold) and a Calmar ~0.83. Higher upside, but expect larger drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.51.180.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
356.23%13.62%1.36%5.73%0.82
Picofolio | 1. 🚂 2.🧦 | 23FEB2023
91,506.05%77.51%17.69%37.25%1.51
Initial Investment
$10,000.00
Final Value
$9,160,605.29
Regulatory Fees
$32,061.05
Total Slippage
$203,901.67
Invest in this strategy
OOS Start Date
Mar 28, 2023
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical, momentum and mean‑reversion, semiconductors, leveraged etfs, macro rotation, us dollar, commodities, gold, treasuries, defensive stocks
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.

"Picofolio | 1. 🚂 2.🧦 | 23FEB2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Picofolio | 1. 🚂 2.🧦 | 23FEB2023" is currently allocated toUSDU, UGL, SH, SOXS, UNH, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Picofolio | 1. 🚂 2.🧦 | 23FEB2023" has returned 29.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Picofolio | 1. 🚂 2.🧦 | 23FEB2023" is 35.70%. 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 "Picofolio | 1. 🚂 2.🧦 | 23FEB2023", 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.