Skip to Content
Symphonies
V1a Silicon Machine
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily cross‑check of Treasuries (IEI) vs semis (XSD) using a 5‑day “heat” score (RSI). If bonds lead: buy the recent laggard of SOXL or TYD. If semis lead: buy the laggard of SOXS or TECS. 90% invested, daily rebalance. Uses 3x ETFs—very high risk.
NutHow it works
Each day it compares a 5‑day RSI (a 0–100 “heat” score of recent moves; higher=hotter) of IEI (3–7y US Treasuries) vs XSD (semiconductor stocks). If bonds are hotter, it buys the one that dipped more: SOXL (3x long semis) or TYD (3x long 7–10y Treasuries). If semis are hotter, it instead buys the weaker of SOXS (3x short semis) or TECS (3x short tech). 90% is invested; ~10% stays in cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample shows ~34% annualized returns vs ~23% for the S&P, using cross-asset momentum with 3x leveraged ETFs and daily rebalancing. Higher upside but significantly higher volatility and drawdowns (~60% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.650.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
676.74%13.95%1.36%5.73%0.84
V1a Silicon Machine
3,109.69%24.73%14.1%35.07%0.67
Initial Investment
$10,000.00
Final Value
$320,969.06
Regulatory Fees
$2,287.04
Total Slippage
$12,499.18
Invest in this strategy
OOS Start Date
Mar 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalance, rsi signal, mean reversion, leveraged etfs, semiconductors/tech, treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Silicon Machine" has returned 34.06%. 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, crypto, and options.