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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

When the S&P 500 looks overheated by a 10‑day RSI (>70), move to cash‑like T‑bill ETFs (BIL/SHV). Otherwise, be 100% in SOXL, a 3× leveraged semiconductor fund. A simple, high-risk on/off switch with heavy sector and leverage exposure.
NutHow it works
It checks SPY (an S&P 500 fund) each day and calculates a 10‑day RSI—a gauge of how “hot” the recent move is (0–100; above 70 = overheated). If RSI > 70, it parks money 50/50 in BIL and SHV (very short‑term U.S. Treasury bill ETFs—cash‑like). Otherwise, it puts 100% in SOXL, a 3× leveraged semiconductor-stock fund (very volatile). It switches only when that signal flips.
CheckmarkValue prop
Out-of-sample, this strategy targets ~44.7% annualized return vs SPY ~17%, using RSI-triggered cash during overheat and a leveraged semiconductor tilt otherwise. Higher upside, but drawdowns can be large (~77%).

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Invest in this strategy
OOS Start Date
Jul 6, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, rsi filter, risk-on/risk-off, leveraged etf, semiconductors, cash-like t-bills
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
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 toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test Threshold" has returned 30.24%. 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.