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Symphonies
Ram's SOXX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily chip-sector switch: usually holds SOXL (3× long semiconductors). After a very big up day in SOXX (~>2.5%), it flips to SOXS (3× inverse) to bet on a short-term pullback. Pure semiconductor exposure; extremely risky due to leverage.
NutHow it works
Each day it looks at SOXX, a fund holding chipmakers (e.g., Nvidia, AMD, Intel). If SOXX jumped more than about 2.5% yesterday, it bets on a pullback by buying SOXS (a 3× inverse semiconductor fund). Otherwise it buys SOXL (a 3× long fund). Rebalanced daily; very high risk.
CheckmarkValue prop
Out-of-sample: Sharpe ~0.95 vs SPY ~0.72; annualized return ~55.6% vs ~11.9%; alpha ~0.57. A disciplined, rule-based semiconductor strategy offers superior risk-adjusted growth, albeit with higher volatility and potential drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.623.020.340.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
686.64%13.8%0.54%-0.34%0.84
Ram's SOXX
4,308,660.28%95.18%-3.98%-4.28%1.2
Initial Investment
$10,000.00
Final Value
$430,876,027.87
Regulatory Fees
$994,442.85
Total Slippage
$7,136,992.64
Invest in this strategy
OOS Start Date
Dec 16, 2021
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, leveraged etfs, mean reversion, daily rebalance, tactical long/short
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor 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.

"Ram's SOXX" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ram's SOXX" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ram's SOXX" has returned 46.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ram's SOXX" is 83.06%. 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 "Ram's SOXX", 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.