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

About

A semiconductor‑only timing strategy. It buys dips, fades spikes, and otherwise follows trend/overbought‑oversold signals, adjusting aggression to market volatility. Uses SMH, 3x bull/bear funds (SOXL/SOXS), plus dollar/Treasury/VIX hedges.
NutHow it works
It times the semiconductor sector. First, it checks market “stress” (via a volatility gauge) to decide how aggressively to act. • Huge single‑day drops → buy the dip with a leveraged bull fund and a 30% hedge. • Huge single‑day pops → fade with a leveraged bear fund and some bonds. • Otherwise: if semis look cheap, lean bullish; if too hot, lean bearish; if trending up, hold the core ETF; if trending down, move to defense (bears or short‑term bonds).
CheckmarkValue prop
Semiconductor timing strategy that adapts to volatility: buy dips, fade spikes, and hedge with levered ETFs. Out-of-sample annualized return 42.9% vs SPY 20.6%; Calmar ~1.05; max drawdown ~40.7% vs SPY ~18.8%.

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Invest in this strategy
OOS Start Date
Sep 17, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Sector-tactical, semiconductors, volatility-regime, momentum, mean-reversion, leveraged-etfs, hedged, trend-following
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 44.39%. 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.