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Symphonies
V1a Silicon Machine
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian swing strategy: compare short‑term strength of bonds vs semiconductors, then buy one 3x ETF (long semis or Treasuries, or 3x short semis/tech) that recently lagged. Allocates ~90% to the pick; very high risk.
NutHow it works
Each day it compares 5‑day RSI (a 0–100 gauge of recent buying vs selling) of IEI (3–7yr US Treasuries) vs XSD (semiconductor stocks). If bonds look stronger, it picks SOXL (3x long semis) or TYD (3x long 7–10yr Treasuries); if chips look stronger, it picks SOXS (3x short semis) or TECS (3x short tech). It buys the one that lagged most over the last 4 days, puts ~90% there, keeps ~10% cash, and rechecks daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~24.8% annualized return vs SPY’s ~23.1%, aided by a cash buffer and disciplined regime-switching that seeks higher upside in volatile markets. Note: drawdowns are larger (~60% vs ~19%), reflecting higher risk.

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Invest in this strategy
OOS Start Date
Mar 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, mean reversion, rsi, semiconductors, treasuries, short-term, daily rebalance, contrarian
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Stocks
XSD
State Street SPDR S&P Semiconductor 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.

"V1a Silicon Machine" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Silicon Machine" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Silicon Machine" has returned 24.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Silicon Machine" is 60.56%. 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 "V1a Silicon Machine", 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.