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Symphonies
V 1.0 | ☢️☢️☢️ WTF-a-Tron | Deez | UTEN by SolarianKnight | AR: 208251.4%, 17.2% DD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switches between 3× bull (SOXL) and 3× bear (SOXS) semiconductor funds using a quick momentum check: if 10‑year Treasuries (UTEN) look stronger than T‑bills (BIL), go short; otherwise go long. Single‑sector, high‑volatility.
NutHow it works
Each day it checks a 6‑day “strength score” (RSI: compares recent up vs down days, scaled 0–100) for two bond funds: BIL (very short‑term T‑bills; cash‑like) and UTEN (10‑year U.S. Treasuries). If UTEN’s score is higher than BIL’s, it buys SOXS (a 3× inverse semiconductor fund). Otherwise it buys SOXL (a 3× bull semiconductor fund). Rebalanced daily; very volatile.
CheckmarkValue prop
Out-of-sample, this strategy shows much higher risk-adjusted gains vs the S&P: ~157.5% annualized return with Sharpe ~1.41 and Calmar ~1.79, plus alpha ~0.30. Strong upside when rate signals favor semis; drawdowns in some regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.355.450.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
81.39%16.82%-2.01%12.22%1.03
V 1.0 | ☢️☢️☢️ WTF-a-Tron | Deez | UTEN by SolarianKnight | AR: 208251.4%, 17.2% DD
1,117.85%92.08%2.49%336.39%1.14
Initial Investment
$10,000.00
Final Value
$121,784.55
Regulatory Fees
$0.01
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, leveraged etfs, momentum, tactical allocation, bond signal, daily rebalance, long/short
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 157.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony 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 the symphony, 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.