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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 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, momentum-driven semiconductor strategy offering risk control and diversification. OOS: 13.6% annualized return with a smaller max drawdown (18.24% vs 18.76% S&P) and Calmar ~0.75. Provides downside protection even when returns lag the S&P 500.

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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 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, XLV, TMF, QQQ, KIE, TWM, 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 13.60%. 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, crypto, and options.