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Symphonies
A Different SPY 25.4%/19.1% DD May 4th 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-sleeve, rules-based portfolio. Half follows the S&P 500’s long-term trend to own growth in uptrends or hide in bonds/shorts in downtrends. The other half reacts faster to Nasdaq tech signals, rotating among tech, bonds, or inverse funds, with a crash exit.
NutHow it works
Splits money 50/50 into two rule sets. If the S&P 500 (SPY) is above its 200‑day average, own growth (QQQ + SPYG). Otherwise, buy tech on deep dips (XLK) or shift to Treasuries (TLT/IEF/SHY) or an inverse S&P fund (SH). The other sleeve uses Nasdaq‑100 (QQQ) trend and a 0–100 RSI (<30=sold off) to switch among XLK, QQQ, short‑QQQ (PSQ), or bonds; in fast drops it parks in BSV. Tickers: QQQ=big tech; SH/PSQ=inverse; TLT/IEF/SHY/BSV=US Treasuries.
CheckmarkValue prop
Out-of-sample Sharpe ~1.38 vs SPY 1.30; annualized return ~29% vs ~22%; max drawdown ~15.6% vs ~18.8%; beta ~0.98. A two-sleeve, rules-based mix of growth/tech and Treasuries with crash hedges offers higher risk-adjusted returns and tighter downside protection than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.380.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
567.49%10.58%0.54%-0.34%0.61
A Different SPY 25.4%/19.1% DD May 4th 2007
10,175.91%27.81%1.67%-3.07%1.38
Initial Investment
$10,000.00
Final Value
$1,027,590.56
Regulatory Fees
$1,566.59
Total Slippage
$10,242.01
Invest in this strategy
OOS Start Date
Jan 12, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, mean-reversion, inverse etfs, treasuries, technology tilt
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLK
State Street Technology Select Sector SPDR 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQandSPYG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.61%. 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 the symphony, 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.