Skip to Content
Symphonies
Picofolio | 1. 🚂 2.🧦 | 23FEB2023
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A short‑term, high‑octane strategy that mostly trades semiconductor ETFs, flipping between 3x bull (SOXL) and 3x bear (SOXS) using a hot/cold gauge (RSI), with macro checks (stocks vs bonds, US dollar) and a small defensive cash/Costco/UNH sleeve.
NutHow it works
RSI is a quick “speedometer” of recent ups vs downs (high = hot; low = washed out). Most money rides a chip engine that flips between a 3x bull (SOXL) and 3x bear (SOXS) based on how hot/cold a chip ETF (SOXX) looks. If chips aren’t extreme, it splits into: a USD/commodities sleeve, a stock‑vs‑bond risk sleeve that buys SOXL/SMH or hedges with gold/inverse ETFs, and a small “Meat Shield” that parks in T‑Bills or rotates into Costco/UnitedHealth. Uses short lookbacks; high risk.
CheckmarkValue prop
Near-SPY upside with a diversified macro-overlay and semiconductor-cycle bets. OOS annualized return ~23.24% vs SPY 23.69%; Calmar ~0.65 and Sharpe ~0.66 provide better risk-adjusted outcomes and diversification in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.481.170.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
376.09%13.59%6.16%5.09%0.82
Picofolio | 1. 🚂 2.🧦 | 23FEB2023
81,124.52%72.82%-15%-6.32%1.45
Initial Investment
$10,000.00
Final Value
$8,122,451.81
Regulatory Fees
$37,235.03
Total Slippage
$239,633.65
Invest in this strategy
OOS Start Date
Mar 28, 2023
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical, short-term, semiconductors, leveraged etfs, mean-reversion, momentum, macro overlay, risk-on/off, hedging
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X 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.

"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 20.92%. 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, and options.