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Symphonies
SOXL Growth v2.4.5 RL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, leveraged-ETF strategy focused on semiconductors and big-tech. It detects crash vs normal regimes using volatility, drawdown, and trend gauges, then either rides leaders (SOXL/TQQQ/SPXL) or hedges/shorts (SOXS/SQQQ/SPXS/TMV). Very high risk.
NutHow it works
What it trades: SOXL/SOXS=3x semis long/short; TQQQ/SQQQ=3x Nasdaq 100; SPXL/SPXS=3x S&P 500; TMF/TMV=3x 20+yr Treasuries. Daily it checks: big recent drops (max drawdown), choppiness (volatility), short-term % moves, and a “hot vs cold” trend gauge (RSI). If semis recently crashed, it uses a crash playbook: when calmer or rebounding it rides recent winners (SOXL/TQQQ/SPXL); if jumpy/weak it hedges or shorts (SOXS/SQQQ/SPXS/TMV). Otherwise it defaults to SOXL in calm trends, but will rotate to TQQQ/SPXL or flip to SOXS when semis look overheated.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted returns: ~171% annualized vs ~24%, Sharpe ~1.54 vs 1.49, Calmar ~3.25, alpha ~1.05%, plus volatility hedges—but with higher drawdowns.

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Invest in this strategy
OOS Start Date
Mar 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, regime switching, momentum, mean reversion, semiconductors, tech-heavy, long/short, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"SOXL Growth v2.4.5 RL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SOXL Growth v2.4.5 RL" is currently allocated toSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SOXL Growth v2.4.5 RL" has returned 205.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SOXL Growth v2.4.5 RL" is 52.79%. 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 "SOXL Growth v2.4.5 RL", 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.