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Symphonies
Test Threshold
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If SPY’s short‑term heat gauge (RSI) goes above 70, move to short‑term Treasury ETFs (BIL/SHV). Otherwise, go all‑in on SOXL, a 3× leveraged semiconductor fund. Very concentrated and volatile; timing‑based risk‑on/risk‑off approach.
NutHow it works
It watches SPY (a fund of the 500 biggest U.S. stocks). It checks a 10‑day “overheated” gauge called RSI (0–100; higher = price ran up fast). If RSI > 70, it parks money 50/50 in BIL and SHV (cash‑like U.S. T‑bill funds). Otherwise, it puts 100% into SOXL, a fund targeting 3× the daily move of U.S. chipmakers like Nvidia and AMD.
CheckmarkValue prop
Out-of-sample, the strategy targets strong upside (~39% annualized vs SPY ~16.8%), with solid risk-adjusted metrics (Sharpe ~0.86, Calmar ~0.51). A growth accelerator as a satellite sleeve—expect sizable drawdowns in chop.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.153.990.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
698.59%14.03%2.19%5.01%0.85
Test Threshold
33,243.41%44.34%50.04%47.97%0.86
Initial Investment
$10,000.00
Final Value
$3,334,340.63
Regulatory Fees
$5,673.21
Total Slippage
$34,537.43
Invest in this strategy
OOS Start Date
Jul 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum timing, risk-on/risk-off, leveraged etfs, semiconductors, t-bills, market timing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
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.

"Test Threshold" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Test Threshold" has returned 39.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Test Threshold" is 76.62%. 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 "Test Threshold", 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.