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Symphonies
SOXL RSI Strategy
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based swing trading around SOXL (3x semiconductor ETF). Uses a long-term trend filter and a short-term “speedometer” (RSI) to buy deep dips, fade extreme spikes, or rotate into SOXS, bonds, cash (SHV), and sometimes UVXY during stress.
NutHow it works
Trades SOXL (3x bull semis). Uses trend + RSI(10) “speedometer” (0–100: low=oversold, high=hot). Uptrend: usually hold SOXL; buy deep dips (RSI<29). After huge spike (>8.5%) often flip to SOXS; after sharp drop (<‑2%) or very hot (RSI>80), go defensive. Downtrend: still buy extreme dips (RSI<30); if plunge (<‑6%), add UVXY. Defensive: if price sits between 20–90‑day avgs, pick the strongest of SOXS (3x bear), TLT/BND (bonds); else park in SHV (T‑Bills). Daily rebalancing; high risk.
CheckmarkValue prop
Out-of-sample edge: ~37.5% annualized return vs ~21% S&P; oos Sharpe ~1.18 vs 1.05; beta ~0.50; Calmar ~2.0; max drawdown ~19%. A rules-based 3x semis strategy with disciplined risk controls and higher risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Jan 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, semiconductors, rsi, trend filter, tactical rotation, mean reversion, volatility hedge, bonds
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.

"SOXL RSI Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SOXL RSI Strategy" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SOXL RSI Strategy" has returned 37.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SOXL RSI Strategy" is 18.81%. 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 RSI Strategy", 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.