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

About

A tactical chip‑sector strategy. It adapts to volatility, uses an RSI “heat gauge” to fade extremes (via 2× chip ETFs), and otherwise follows leader/market momentum to rotate into tech, sectors, or hedges. Daily rebalanced; uses leveraged/short ETFs.
NutHow it works
It trades chips (SOXX) tactically. First it checks how wild chips are. In wild markets it reacts faster; in calm markets it’s more patient. It uses RSI—a 0–100 “heat gauge” of recent moves. Very hot → it briefly bets against chips (SSG, a −2× chip fund). Very cold → it buys a +2× chip fund (USD). If neither, it asks: are chip leaders (NVDA, TXN, MU, ASML) beating the group and is the market risk‑on (industrials > utilities)? Then it rotates into tech (QQQ) and select sectors, or into hedges (gold, Treasuries like TLT/TMF, strong USD (UUP), volatility (VIXM), and inverse ETFs). Rebalances daily. Uses leveraged/short ETFs that can move 2–3×.
CheckmarkValue prop
Out-of-sample edge: ~14% annualized return with ~18.2% max drawdown, Calmar ~0.77, Sharpe ~0.52. Slightly better downside profile than the S&P and strong risk-adjusted exposure to semis, plus hedging/rotation benefits.

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Invest in this strategy
OOS Start Date
Sep 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, rsi mean-reversion, momentum, volatility targeting, etf rotation, leveraged/inverse, risk-on/off, daily rebalance
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, VIXM, UNL, USD, SKFandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.90%. 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.