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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 equal sleeves that ride tech/growth in uptrends and switch to inverse ETFs or Treasuries in downtrends, with a tech “washout” buy and an emergency move to short‑term bonds after sharp drops. Signals use 200/20–25‑day trends and 10‑day RSI.
NutHow it works
The portfolio is split into two equal parts. Each part checks simple signs of trend and stress: - Trend: price vs its 200‑day/20–25‑day average (above = uptrend; below = downtrend). - Stress: RSI (0–100 gauge of recent drops; under 30 = “washed out”). In uptrends it holds growth/tech (QQQ, SPYG). In downtrends it either buys a tech dip (XLK) or goes defensive: inverse stock funds that rise when markets fall (SH/PSQ) or Treasuries (TLT/IEF). If moves are extreme, it parks in short‑term bonds (SHY/BSV).
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return and drawdown: Sharpe ~1.44 vs ~1.32, Calmar ~2.00, max drawdown 15.6% vs 18.8%, and annualized return ~31% vs ~22%. Growth tilt with built-in downside protection.

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Invest in this strategy
OOS Start Date
Jan 12, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation, trend following, momentum/rsi, tech/growth tilt, defensive treasuries, inverse etfs, market timing, risk management
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 31.19%. 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.