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Symphonies
SOXL Scale-In Test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Scales into a leveraged semiconductor fund in 25% steps as more trend signals turn positive; otherwise parks the rest in short‑term Treasuries (BIL). Rebalanced daily for quick shifts between offense and defense.
NutHow it works
Split the portfolio into 4 equal slices and check trends daily. Each slice holds SOXL (a 3x chip-stocks fund) if its test says “uptrend,” otherwise BIL (a T‑bill fund). Tests: price>200‑day avg; price>20‑day avg; 20‑day avg>50‑day avg; 50‑day avg>200‑day avg. A moving average is a smoothed price over X days.
CheckmarkValue prop
Leverages semiconductors with four independent trend signals, scaling exposure from 0 to 100% SOXL and parking in short Treasuries when weak. Out-of-sample: ~46.8% annualized vs SPY ~22%, but drawdowns can exceed 60% in bear regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.11.610.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.08%13.78%0.54%-0.34%0.84
SOXL Scale-In Test
1,535.16%20.23%3.11%14.03%0.62
Initial Investment
$10,000.00
Final Value
$163,516.41
Regulatory Fees
$393.57
Total Slippage
$1,784.06
Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, momentum, semiconductors, leveraged etf, risk-managed
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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 Scale-In Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SOXL Scale-In Test" is currently allocated toBILandSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SOXL Scale-In Test" has returned 34.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SOXL Scale-In Test" is 63.07%. 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 Scale-In Test", 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.