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

About

A daily, stepwise switch between the S&P 500 (SPY) and T‑bills (BIL) using a simple “heat gauge” (RSI). The lower the heat, the more SPY; the higher the heat, the more T‑bills. Aims for SPY-like trend with smoother ride.
NutHow it works
It uses a simple “heat gauge” of recent S&P 500 moves (RSI) to dial SPY up or down in 25% steps, with the rest in T‑bills (BIL). Daily: - RSI ≥ 71 → 0% SPY / 100% BIL - 61–70 → 25% SPY / 75% BIL - 51–60 → 50% SPY / 50% BIL - 41–50 → 75% SPY / 25% BIL - < 41 → 100% SPY
CheckmarkValue prop
Better risk-adjusted gains with a smoother ride. OOS Sharpe ~0.97 vs SPY ~0.94, max drawdown ~14% vs ~19%, Calmar >1.0. RSI-driven SPY/BIL mix captures trends while cutting losses for steadier upside.

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Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi timing, us equities, t-bills, risk-on/risk-off, volatility control, mean reversion
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.

"⚞(⦾.⦾)⚟ | 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 toBILandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "⚞(⦾.⦾)⚟ | Weighted Cascade Test" has returned 14.12%. 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, crypto, and options.