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Symphonies
⚞(⦾.⦾)⚟ | Weighted Cascade Test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, stepwise mix of SPY and T‑Bills driven by a 14‑day RSI. It buys more stocks as they get oversold and parks in T‑Bills when they look hot, aiming to track the market with smaller swings.
NutHow it works
Each day it checks a 14‑day RSI on SPY, a simple score of how hot or cold stocks feel, then mixes SPY and BIL (T‑Bills) in steps: - RSI ≥ 71: 0% SPY, 100% BIL - 61–70: 25% SPY, 75% BIL - 51–60: 43.8% SPY, 56.2% BIL - 41–50: 57.8% SPY, 42.2% BIL - < 41: 100% SPY Rebalanced daily for a smoother ride.
CheckmarkValue prop
RSI‑driven SPY/BIL allocation offers better risk‑adjusted returns out‑of‑sample than the S&P 500: Sharpe ~1.04 vs ~0.96, Calmar ~1.04, max drawdown ~14% vs ~19%, with smoother volatility and upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
00.690.860.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
557.35%10.5%6.16%5.09%0.6
⚞(⦾.⦾)⚟ | Weighted Cascade Test
293%7.53%1.63%3.66%0.57
Initial Investment
$10,000.00
Final Value
$39,299.84
Regulatory Fees
$262.58
Total Slippage
$1,384.61
Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical equities, rsi-based, mean reversion, spy vs t-bills, risk management, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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.

"⚞(⦾.⦾)⚟ | Weighted Cascade Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"⚞(⦾.⦾)⚟ | Weighted Cascade Test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "⚞(⦾.⦾)⚟ | Weighted Cascade Test" has returned 13.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "⚞(⦾.⦾)⚟ | Weighted Cascade Test" is 14.00%. 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 "⚞(⦾.⦾)⚟ | Weighted Cascade Test", 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.