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Symphonies
SOXL.SOXS SeeSaw
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A short-term, rules-based “seesaw” that toggles between leveraged semiconductor ETFs (SOXL/SOXS), sometimes volatility (UVXY), or cash (BIL). It fades overbought moves and extreme weekly surges; if no edge, it parks in T-bills.
NutHow it works
Tickers: SOXL/SOXS = 3x funds that magnify daily moves of semiconductor stocks (SOXL up, SOXS down). UVXY = a fund that jumps when market volatility spikes. BIL = T-bills (cash). RSI = a recent buying/selling heat score. Daily: if SOXS looks hot (RSI high), buy the one that fell more yesterday: SOXL or UVXY. Else if SOXL is hot, buy whichever fell: SOXS or UVXY. Else if SOXL surged ~6d, buy SOXS. Else if SOXS surged, stay SOXS if it just fell >3%, else buy SOXL. Otherwise BIL.
CheckmarkValue prop
Out-of-sample, this tactical semis/volatility strategy shows a sharp edge: Sharpe 1.42 vs S&P 1.04, annualized return ~112% vs ~20%, Calmar ~4.77. Drawdowns may exceed the S&P (23.5% vs 18.8%), but disciplined rules aim for outsized gains.

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Invest in this strategy
OOS Start Date
Oct 31, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, short-term, leveraged etfs, semiconductors, mean reversion, momentum, volatility, market timing, risky
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.SOXS SeeSaw" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SOXL.SOXS SeeSaw" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SOXL.SOXS SeeSaw" has returned 112.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SOXL.SOXS SeeSaw" is 23.50%. 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.SOXS SeeSaw", 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.