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Symphonies
SMH FTLT V2 (100% RR, 36% MD, 43.5% SD, 2012 BT)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily strategy built around semiconductors: ride uptrends, hedge overheated markets with volatility, buy 3× tech/S&P on sharp dips, or go defensive with short semis or short‑term bonds. Driven by simple hot/cold and trend checks.
NutHow it works
Daily, it checks two things: trend and “heat.” • Trend: is SMH (semiconductors) above its 200‑day average? If yes, hold SMH unless QQQ/SPY/SMH look too hot (10‑day RSI very high), then switch to VIXY (volatility). • If no, try bounce buys when QQQ/SPY are very cold (use TECL or SPXL). Otherwise use UVXY (volatility gauge) and a 20‑day trend to pick VIXY, SMH, or defense (SSG short‑semis, or BSV bonds). RSI=hot/cold; 20/200‑day avgs=trend.
CheckmarkValue prop
Out-of-sample edge: ~105% annualized return vs ~28% S&P; Sharpe ~2.86 vs 2.37; Calmar ~8.9; alpha ~0.29%. Semis leadership with volatility hedges and tactical leverage aims for stronger risk-adjusted upside, despite higher drawdowns than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.650.810.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
475.03%13.94%-2.23%-2.01%0.86
SMH FTLT V2 (100% RR, 36% MD, 43.5% SD, 2012 BT)
938,928.64%97.9%-4.43%9.95%1.82
Initial Investment
$10,000.00
Final Value
$93,902,864.13
Regulatory Fees
$92,311.81
Total Slippage
$657,556.24
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, tactical rotation, trend + mean reversion, volatility hedging, leveraged etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSG
ProShares UltraShort Semiconductors
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-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.

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

The symphony is currently allocated toSMH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 79.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.80%. 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.