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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 strategy using 3x ETFs. It compares 5‑day strength of bonds (IEI) vs chip stocks (XSD), then buys the recent loser in a matching pair: bull (SOXL/TYD) if bonds win, bear (SOXS/TECS) if chips win. ~90% invested; ~10% cash.
NutHow it works
Every day it compares a 5‑day “strength score” (a quick heat check) for bonds (IEI = 3–7yr US Treasuries) vs chip stocks (XSD = semiconductor companies). If bonds look stronger, it buys the recent loser of SOXL (3x long chips) or TYD (3x long Treasuries). If chips look stronger, it buys the recent loser of SOXS or TECS (both 3x inverse tech/semis). ~90% is invested, ~10% stays in cash. Rebalanced daily; it aims for short, mean‑reversion bounces using volatile 3x ETFs.
CheckmarkValue prop
Out-of-sample, this strategy targets ~24.8% annual return with lower beta (~0.82) than the S&P and diversification from contrarian, mean-reversion bets. Note: higher drawdowns and volatility risk exist.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.650.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
675.54%13.71%0.54%-0.34%0.83
V1a Silicon Machine
2,813.71%23.56%16.64%-5.95%0.66
Initial Investment
$10,000.00
Final Value
$291,370.96
Regulatory Fees
$2,396.44
Total Slippage
$13,890.38
Invest in this strategy
OOS Start Date
Mar 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, short-term, daily rebalance, mean reversion, leveraged etfs, semiconductors, technology, treasuries, 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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index symbol AXSVTN)
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 28.01%. 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.