Skip to Content
Symphonies
Back When Pearl Jam Was a Thing aka 60d RSI Looong BT
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple switch: if SPY’s 60‑day momentum score (RSI) is above 60, hold Berkshire Hathaway (BRK/A); otherwise hold SPY. Always 100% in one or the other, with trades only when that threshold is crossed.
NutHow it works
It watches SPY (an ETF of the S&P 500, the biggest U.S. companies). It scores SPY’s last ~60 trading days with RSI, a 0–100 gauge of how many recent up days beat down days. If that score is above 60, it puts 100% into Berkshire Hathaway BRK/A (Buffett’s conglomerate: insurance, rail, utilities, big stock stakes). Otherwise it holds SPY (broad market across all sectors). It switches only when the signal flips.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns and lower beta vs SPY. About 23.1% annualized (vs 21.1%), Sharpe 1.38 vs 1.22, Calmar ~1.23. Similar drawdown, but stronger upside capture.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, tactical allocation, rsi, us equities, single-asset switch, rule-based
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.

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

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

Year-to-date, the symphony has returned 23.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.76%. 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, crypto, and options.