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Symphonies
SMH, XLK, 5D Max DD > 15
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tech‑momentum switch: if chips (SMH) or broad tech (XLK) outpace a trend ETF (KMLM), go long (TECL for strong signals, QQQ for milder). If not, short tech with TECS—unless tech just plunged (>15% in 5 days), then retreat to QQQ.
NutHow it works
Rotates 100% among: TECL (3x long tech), QQQ (Nasdaq‑100), or TECS (3x inverse tech). Step 1: If semiconductors (SMH) show stronger 10‑day price strength (RSI: 0–100 gauge of recent rise) than a trend ETF (KMLM; managed‑futures), buy TECL. Else if broad tech (XLK) beats KMLM, buy QQQ. Else use TECL’s 5‑day max drawdown (biggest peak‑to‑trough drop): if >15%, buy QQQ; otherwise buy TECS. No set rebalance; switches when signals flip.
CheckmarkValue prop
Tech-rotation strategy delivering outsized upside: out-of-sample annualized return ~45.8% vs SPY ~18.7%, Calmar ~1.03. Higher drawdowns (~44.7%), but potential for rapid tech gain when leadership shifts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.240.2600.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.01%14.06%0.54%-0.34%0.86
SMH, XLK, 5D Max DD > 15
24,203.06%187.92%0.01%0.99%1.93
Initial Investment
$10,000.00
Final Value
$2,430,306.19
Regulatory Fees
$6,352.42
Total Slippage
$42,784.30
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation,momentum,technology,leveraged etfs,risk-on/risk-off,trend-following
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"SMH, XLK, 5D Max DD > 15" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SMH, XLK, 5D Max DD > 15" is currently allocated toTECS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SMH, XLK, 5D Max DD > 15" has returned 37.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SMH, XLK, 5D Max DD > 15" is 44.66%. 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 "SMH, XLK, 5D Max DD > 15", 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.