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Symphonies
Adaptive Bear Market Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns broad U.S. stocks when both SPY and QQQ are rising; otherwise parks in defensive sectors (utilities, health care, consumer staples) and short‑term T‑bills. Aims to cut bear‑market losses, with potential lag and whipsaws in choppy markets.
NutHow it works
It checks if the recent 50‑day average price is above the longer 200‑day average for SPY (S&P 500) and QQQ (Nasdaq‑100, tech‑heavy). If both are up, it holds 50% SPY and 50% QQQ. If either fails, it shifts to XLU (utilities), XLV (health care), XLP (staples), and BIL (T‑bills), 25% each. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this rule-based strategy delivers solid risk-adjusted returns (Calmar 1.33, Sharpe ~1.02) with market-like beta, capturing upside in SPY/QQQ uptrends and rotating to defensives for diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.750.790.89
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
590.79%10.69%0.09%13.88%0.61
Adaptive Bear Market Strategy
806.11%12.28%1.54%19.65%0.78
Initial Investment
$10,000.00
Final Value
$90,611.05
Regulatory Fees
$153.37
Total Slippage
$173.90
Invest in this strategy
OOS Start Date
Mar 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Us equities, trend-following, tactical asset allocation, defensive rotation, sector etfs, moving-average filter
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLV
State Street Health Care 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.

"Adaptive Bear Market Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Adaptive Bear Market Strategy" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Adaptive Bear Market Strategy" has returned 19.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Adaptive Bear Market Strategy" is 14.71%. 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 "Adaptive Bear Market Strategy", 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.