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Symphonies
SMH/WTMF and SMH/FTLS compares WM 74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it checks whether semiconductors are outperforming defensive funds. If so, it goes risk‑on into 3× tech (TQQQ, TECL); if not, it moves to T‑bills (BIL). Uses RSI (a simple recent‑gains score). Very high risk when in 3× ETFs.
NutHow it works
Each day it asks: Are chip stocks (SMH) showing stronger recent gains than two defensive funds? It compares a 10‑day “strength score” (RSI: higher = stronger) of SMH vs WTMF (managed‑futures). If yes, buy TQQQ and TECL (both 3× tech). If not, it compares 20‑day SMH vs FTLS (long/short stocks). If that’s yes, buy TQQQ and TECL; otherwise sit in BIL (T‑bills).
CheckmarkValue prop
Out-of-sample Sharpe 1.14 vs S&P 0.94; annualized return 72% vs 18.7%; Calmar 2.28; alpha 0.26. Drawdown higher at 31.7% but risk-adjusted excellence and a disciplined risk-on/off tech tilt promise superior long-run upside.

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Invest in this strategy
OOS Start Date
Feb 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, rsi, semiconductors, technology, leveraged etfs, risk-on/risk-off, managed futures, long/short equity, cash/t-bills
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/WTMF and SMH/FTLS compares WM 74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SMH/WTMF and SMH/FTLS compares WM 74" is currently allocated toTECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SMH/WTMF and SMH/FTLS compares WM 74" has returned 72.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SMH/WTMF and SMH/FTLS compares WM 74" is 31.73%. 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 "SMH/WTMF and SMH/FTLS compares WM 74", 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.