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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-focused switcher that holds TECL, QQQ, or TECS. It compares short-term momentum in semiconductors/tech to a trend-following ETF (KMLM). If tech leads, go long (aggressively or with QQQ); if not, use a crash filter to choose QQQ or short (TECS).
NutHow it works
It watches short-term strength (RSI) of SMH (semiconductors) and XLK (tech) versus KMLM (a managed‑futures trend ETF). If semis look strongest, it buys TECL (3x bull tech). Else if broader tech beats KMLM, it buys QQQ (Nasdaq‑100). Otherwise: if TECL just fell >15% in 5 days, it buys QQQ; if not, it buys TECS (3x bear tech). RSI is a 0–100 score of recent gains vs losses; max drawdown is the biggest drop from a recent peak.
CheckmarkValue prop
Out-of-sample edge: ~41% annual return vs ~19% for SPY; alpha ~0.37; Calmar ~0.92; Sharpe ~0.85. Tech/semiconductor rotations seek big upside with risk controls (drawdowns can exceed SPY).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.290.2400.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
SMH, XLK, 5D Max DD > 15
23,459.4%201.3%-29.09%-25.73%1.99
Initial Investment
$10,000.00
Final Value
$2,355,940.15
Regulatory Fees
$5,342.74
Total Slippage
$36,078.90
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Technology, momentum, tactical rotation, leveraged etfs, trend-following, rsi, long/short switching
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SMH, XLK, 5D Max DD > 15" has returned 41.30%. 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, crypto, and options.