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Symphonies
SMH|XLE|XLU
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily strategy that checks if semiconductors are trending up. In uptrends, it uses an RSI rule to buy a leveraged fund in the strongest of semis, energy, or utilities (or short semis if overheated). In weak trends, it holds a defensive 4‑ETF mix.
NutHow it works
Each day: 1) Trend check. If semiconductors (SMH) are in an uptrend (short‑term average above long‑term), we “risk‑on.” Otherwise, split evenly into four defensive ETFs: XLP, XLU, XLE, SPLV. Risk‑on: use RSI (a 0–100 recent‑speed score; <30 washed‑out, >75 red‑hot). If <30 buy SOXL; if >75 buy SOXS. Otherwise pick the strongest sector by RSI among semis, energy, utilities: SOXL, ERX, or UTSL.
CheckmarkValue prop
Dynamic risk-on/risk-off strategy aiming for upside in semiconductor-led rallies via levered ETFs, with a defensive 4-ETF mix in downturns. Out-of-sample: ~19.5% annualized vs ~20.6% S&P, with potential higher drawdowns but added diversification beyond market beta.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.631.470.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
262.04%15.17%1.36%13.5%0.85
SMH|XLE|XLU
44,117.27%95.21%24.13%57.49%1.39
Initial Investment
$10,000.00
Final Value
$4,421,726.90
Regulatory Fees
$6,501.61
Total Slippage
$54,200.88
Invest in this strategy
OOS Start Date
May 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged sector rotation, rsi + trend filter, relative strength, daily rebalance, semis/energy/utilities, defensive basket
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
UTSL
Direxion Daily Utilities Bull 3X ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities 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|XLE|XLU" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SMH|XLE|XLU" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SMH|XLE|XLU" has returned 19.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SMH|XLE|XLU" is 72.70%. 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|XLE|XLU", 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.