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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

Times the market with SPY’s 10‑day RSI: go all‑in to SOXL (3x semiconductors) when the market isn’t overheated; hide in BIL/SHV (cash‑like T‑bills) when it is. Simple, binary, high risk due to leverage and sector concentration.
NutHow it works
It checks a quick “heat gauge” of the U.S. market: a 10‑day RSI on SPY (an S&P 500 fund). Think of RSI as a speedometer—high means prices ran hot. If RSI > 70 (too hot), it parks money evenly in BIL and SHV (cash‑like T‑bill funds). Otherwise, it puts 100% into SOXL, a 3x daily semiconductor fund—very risky. It holds until the signal flips; no routine rebalancing.
CheckmarkValue prop
Out-of-sample annualized return ~44.7% vs S&P ~17%; RSI-driven tilt to 3x semis (SOXL) with cash during hot markets. High upside in favorable regimes, but expect high volatility and drawdowns near 77%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.164.010.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
722.11%14%6.16%5.09%0.85
Test Threshold
43,608.6%45.97%46.67%39.1%0.87
Initial Investment
$10,000.00
Final Value
$4,370,859.58
Regulatory Fees
$5,737.88
Total Slippage
$34,998.99
Invest in this strategy
OOS Start Date
Jul 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Market timing, momentum (rsi), risk-on/risk-off, leveraged etf, semiconductors, short-term treasuries
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 ETF
Stocks
SPY
State Street 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 toBILandSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test Threshold" has returned 56.04%. 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, and options.