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Symphonies
Step by step 0.0.0.8
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in, short-term. If major indexes/sectors look overheated on 10‑day RSI, buy UVXY (volatility). Else trade semis: SOXL (3x bull) when SOXX isn’t too hot; SOXS (3x bear) when it is. SPY’s 200‑day trend tweaks thresholds.
NutHow it works
1) If big indexes/sectors (SPY=S&P 500, QQQ=Nasdaq 100, VTV=value, VOX=communications, XLP=staples, XLF=financials) look overbought on a 10‑day RSI (0–100 “heat” score), buy UVXY (jumps when fear/volatility spikes). 2) Else, trade semiconductors: use SOXL (3x bull) when SOXX isn’t too hot; SOXS (3x bear) when it is. Recent 1–25 day gains and SPY vs its 200‑day average (long‑term trend) tweak thresholds. All‑in; very high risk.
CheckmarkValue prop
Out-of-sample edge: ~57% annualized return vs SPY ~17%, Sharpe ≈1.0, alpha ≈0.48%. Calmar ≈0.68. Higher upside but potential drawdowns near ~84%. A high-conviction, signals-driven alternative to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.392.020.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Step by step 0.0.0.8
11,677,941,841.86%263.89%-3.65%2.27%1.86
Initial Investment
$10,000.00
Final Value
$1,167,794,194,186.27
Regulatory Fees
$3,309,108,445.25
Total Slippage
$5,547,727,524.56
Invest in this strategy
OOS Start Date
Jul 7, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, leveraged etfs, semiconductors, volatility hedge, rsi, momentum, trend filter, market timing
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Step by step 0.0.0.8" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Step by step 0.0.0.8" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Step by step 0.0.0.8" has returned 45.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Step by step 0.0.0.8" is 84.40%. 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 "Step by step 0.0.0.8", 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.