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Symphonies
Semiconductors K Wave V1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An adaptive semiconductor strategy: buys dips with SOXL, fades spikes with SOXS, and holds SMH in uptrends. It adjusts its triggers to volatility (via UVXY) and parks in Treasuries/US dollar/volatility hedges when risk rises.
NutHow it works
It actively trades semiconductors. First it checks market stress with UVXY (a volatility fund). In high/medium/low stress, it sets different “tripwires” for SMH (a semiconductor fund). Big down days: buy SOXL (3x bull) plus a small hedge (VIXM/UUP/UVXY or SHY). Big up days: use SOXS (3x bear) with some SHY. If moves are smaller, it uses a “heat meter” (RSI) on SMH: <36 = add SOXL; >70 = add SOXS; otherwise hold SMH if above its 200‑day average, or park in SHY/SOXS if below. Position sizes scale with how extreme and how volatile conditions are.
CheckmarkValue prop
Out-of-sample, this volatility-adaptive semiconductor strategy shows ~42.9% annualized return vs ~20.6% for the S&P, with Calmar ~1.05 and Sharpe ~0.88. Higher upside with risk controls, but larger drawdowns (~40.7%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.640.790.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
479.12%13.99%-1.77%0.2%0.86
Semiconductors K Wave V1
452,265.07%87.3%2.25%18.78%1.47
Initial Investment
$10,000.00
Final Value
$45,236,507.49
Regulatory Fees
$245,386.04
Total Slippage
$1,716,661.63
Invest in this strategy
OOS Start Date
Sep 17, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical sector rotation, semiconductors, leveraged etfs, volatility-adaptive, mean reversion, momentum, hedged, short-term trading
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"Semiconductors K Wave V1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Semiconductors K Wave V1" is currently allocated toSHY, SMHandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Semiconductors K Wave V1" has returned 44.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Semiconductors K Wave V1" is 40.73%. 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 "Semiconductors K Wave V1", 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.