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Symphonies
SR -001
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily flips between 3× bull (SOXL) or 3× bear (SOXS) semiconductor ETFs using a 6‑day momentum score from bonds: if 10‑yr Treasuries (UTEN) show stronger short‑term upside than T‑bills (BIL), it goes bearish on semis; otherwise it goes bullish.
NutHow it works
Each day it scores two bond ETFs with RSI—a 0–100 “recent up vs down days” score over ~1 week: • BIL: 1–3 month T‑bills (cash‑like) • UTEN: 10‑year Treasuries If UTEN’s score is higher than BIL’s, it buys SOXS (3× inverse semis). Otherwise it buys SOXL (3× bull semis). 100% in one, rebalanced daily. These are very volatile, daily‑leveraged funds.
CheckmarkValue prop
Big upside potential: out-of-sample annualized return ~63% vs SPY ~23%, powered by levered semiconductor bets timed by bond momentum. Solid risk-adjusted edge (Calmar ~0.72) but expect sizable drawdowns (up to ~88%), for high‑tolerance, growth-focused investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
05.240.680.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
70.12%16.89%2.19%5.01%1.03
SR -001
219.7%40.68%50.04%49.74%0.85
Initial Investment
$10,000.00
Final Value
$31,969.66
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, risk-on/risk-off, leveraged etfs, sector rotation, semiconductors, tactical
Tickers in this symphonyThis symphony trades 4 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
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
UTEN
US Treasury 10 Year Note 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.

"SR -001" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SR -001" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SR -001" has returned 63.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SR -001" is 87.88%. 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 "SR -001", 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.