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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, it allocates 100% to either SOXL or SOXS based on whether RSI(BIL,6d) is less than RSI(UTEN,6d). If true, pick SOXS; else pick SOXL. A simple, levered semiconductor momentum rotation.
NutHow it works
Each trading day, the system decides where to put all your money in one of two leveraged semiconductor ETFs. It looks at momentum over the last 6 trading days for two reference funds (BIL and UTEN). If BIL’s momentum is weaker than UTEN’s, it buys SOXS (the bear bet on semiconductors). If not, it buys SOXL (the bull bet). It doesn’t split bets; it allocates 100% to the chosen instrument and re-evaluates every day.
CheckmarkValue prop
Out-of-sample: a 3x semis momentum rotation targets ~66.9% annualized return with ~0.76 Calmar and ~1.01 Sharpe, vs S&P ~23%. Note: max drawdown ~88%—high upside, high risk; suited for risk-tolerant, semiconductor-focused investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.045.270.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.99%15.09%-1.77%0.2%0.94
SR -001
189.17%34.71%-14.61%52.6%0.81
Initial Investment
$10,000.00
Final Value
$28,917.41
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf, momentum-based, sector rotation, semiconductors
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 ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
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 52.19%. 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.