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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 SOXL (3× bull) and SOXS (3× bear) on semiconductor stocks using a 6‑day “heat meter” that compares a T‑bill ETF (BIL) to the 10‑year Treasury yield (UTEN). If yields run hot, it goes bearish; otherwise it goes bullish.
NutHow it works
Each day the strategy compares a 6‑day “heat meter” (RSI: a 0–100 score of recent up vs down moves) for: - BIL = a very short‑term Treasury bill ETF, and - UTEN = the 10‑year U.S. Treasury yield. If the yield looks “hotter” than bills, it buys SOXS (a 3× fund that profits when chip stocks fall). Otherwise it buys SOXL (a 3× fund that rises with chip stocks). 100% in one, rebalanced daily.
CheckmarkValue prop
Out-of-sample upside: ~66.9% annualized vs S&P ~23.1%; Calmar 0.76; Sharpe 1.01. 3x semiconductor bets via rate-momentum signal aim for tech-led alpha, but with higher drawdown risk than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.015.250.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.51%15.94%-0.15%0.4%0.98
SR -001
197.96%36.27%6.45%25.38%0.82
Initial Investment
$10,000.00
Final Value
$29,796.25
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, leveraged etfs, tactical, momentum, interest-rate signal, daily rebalanced
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 55.89%. 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, and options.