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Symphonies
Semiconductor Vol Fractal RSI Trading - With Semiconductor Momo Rules Added
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical chip‑sector strategy that adapts to volatility. It buys a 2x semiconductor fund when SOXX is washed out, hedges/shorts when too hot, and otherwise toggles between growth and a defensive hedge basket using momentum and risk‑on/off checks. Daily rebalance.
NutHow it works
Rebalanced daily. It watches SOXX and first measures volatility. In choppy markets it uses stricter overbought/oversold lines; in calm markets, looser ones. RSI (0–100 gauge of recent moves) drives trades: very low RSI → buy USD (2x long semis); very high RSI → hedge/short (SSG; in calm times use TLT). If no clear signal, it uses momentum and a risk‑on test (Industrials vs Utilities) to switch between growth (QQQ, XLV, XLE, KIE) or a defensive basket (UUP, GLD, inverse ETFs). Key ETFs: SOXX=semis; USD=2x long; SSG=−2x; QQQ=big tech; UUP=$; GLD=gold; TLT=long Treas.
CheckmarkValue prop
Out-of-sample: stronger downside control (drawdown ~18.24% vs SPY ~18.76%), solid Calmar (~0.77), and volatility-aware hedges. Returns may lag SPY, but risk is more measured in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.560.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
619.27%14.62%-1.77%0.2%0.89
Semiconductor Vol Fractal RSI Trading - With Semiconductor Momo Rules Added
11,503.29%38.94%0.44%8.52%1.7
Initial Investment
$10,000.00
Final Value
$1,160,329.28
Regulatory Fees
$5,949.52
Total Slippage
$32,863.55
Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, tactical momentum, mean-reversion, volatility targeting, leveraged/inverse etfs, risk-on/off, multi-asset hedging, daily rebalancing
Tickers in this symphonyThis symphony trades 33 assets in total
Ticker
Type
ASML
ASML Holding NV
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
EFU
ProShares Trust UltraShort MSCI EAFE
Stocks
EUO
ProShares UltraShort Euro
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IGV
iShares Expanded Tech-Software Sector ETF
Stocks
IYT
iShares U.S. Transportation ETF
Stocks
JNK
State Street SPDR Bloomberg High Yield Bond ETF
Stocks
KIE
State Street SPDR S&P Insurance 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 toEEV, SCO, XLV, TMF, QQQ, UUP, TWM, BTAL, XLU, GLD, EFU, EUO, UNL, USD, SKFandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.24%. 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.