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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

A daily, rules-based semiconductor strategy that adapts to volatility. It buys 2x chips when washed out, shorts/hedges when overheated, and otherwise rotates between growth ETFs and safety hedges using momentum checks. Uses leveraged/inverse ETFs; high risk.
NutHow it works
1) Gauge how wild chip stocks (SOXX) are. 2) Use a 0–100 heat gauge (RSI) on SOXX: high=overbought, low=oversold. - High/med vol: too hot → short chips (SSG); too cold → buy 2x chips (USD). - Low vol: too hot → move to Treasuries (TLT); too cold → buy USD. 3) If in‑between, check leadership and risk-on/off (chip leaders vs SOXX, Industrials vs Utilities, junk bonds, Nasdaq) and rotate into growth funds (QQQ, sectors) or hedges (gold, dollar, Treasuries, volatility, inverse ETFs). Rebalances daily.
CheckmarkValue prop
Volatility-aware, regime-driven semiconductor strategy with hedges. Out-of-sample, it targets lower drawdown than SPY (approx. 18.2% vs 18.8%), solid Calmar approx. 0.77, and resilient risk-adjusted returns plus diversification from dynamic hedging and tech exposure.
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
631.65%15.06%1.36%5.73%0.91
Semiconductor Vol Fractal RSI Trading - With Semiconductor Momo Rules Added
10,722.41%39.14%0.81%5.77%1.7
Initial Investment
$10,000.00
Final Value
$1,082,241.46
Regulatory Fees
$5,618.05
Total Slippage
$30,865.51
Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, momentum, mean reversion, volatility regimes, leveraged/inverse etfs, tactical rotation, risk hedging
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLV, TMF, QQQ, KIE, BTAL, XLE, XLU, GLD, EUO, VIXM, UNLandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.23%. 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, crypto, and options.