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Symphonies
SOXX Trend Following
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-driven switch between SOXX (semiconductor stocks) and SHV (cash-like T-bills). Owns SOXX in strong uptrends, hides in SHV otherwise, and may buy sharp dips (RSI < 30). Two independent signals (200d/50d and 100d/20d) each control half the allocation.
NutHow it works
Two halves make separate buy/safe decisions. Each half owns SOXX (a basket of semiconductor stocks like Nvidia/AMD/Intel) when price sits above a long‑term average (last 100 or 200 days) and the short‑term trend is rising; otherwise it parks in SHV (cash‑like T‑bills). If price is weak but briefly "oversold" (RSI, a speed‑of‑drop gauge, < 30), it buys SOXX. Final exposure can be 0%, 50%, or 100% SOXX.
CheckmarkValue prop
Out-of-sample edge: ~36% annualized return vs SPY’s ~22%; Calmar ~1.14. Dual trend signals switch between SOXX and SHV to ride semiconductors and park in cash—delivering higher risk-adjusted upside than the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 20%
Type
Stocks
Category
Trend following, tactical allocation, semiconductors, etfs, momentum, defensive overlay
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXX
iShares Semiconductor 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.

"SOXX Trend Following" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SOXX Trend Following" is currently allocated toSOXX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SOXX Trend Following" has returned 33.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SOXX Trend Following" is 31.36%. 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 "SOXX Trend Following", 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.