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Symphonies
Back When Pearl Jam Was a Thing aka 60d RSI Looong BT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple switch: when the S&P 500’s 60‑day strength score is strong (RSI > 60), own Berkshire Hathaway (BRK.A). Otherwise hold the S&P 500 fund (SPY). Always 100% in one holding; no leverage or shorts.
NutHow it works
It watches the S&P 500 via SPY. A 60‑day “strength” score (RSI) looks at how often and how much prices rose versus fell; above 60 means recent gains have dominated. If that happens, it moves 100% into Berkshire Hathaway (BRK.A—Buffett’s company: insurance, railroad, utilities, big Apple stake). Otherwise it holds SPY, the S&P 500 fund. It switches only when this score crosses the line.
CheckmarkValue prop
Out-of-sample RSI-based switch between SPY and Berkshire Hathaway offers 22.48% annualized returns vs SPY's 20.58%, higher risk-adjusted return (Sharpe 1.37 vs 1.22), and lower beta, with drawdowns similar to SPY—more upside with controlled downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.960.960.98
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,379.82%10.74%-1.77%0.2%0.63
Back When Pearl Jam Was a Thing aka 60d RSI Looong BT
2,608.13%11.05%-1.77%0.2%0.66
Initial Investment
$10,000.00
Final Value
$270,813.42
Regulatory Fees
$322.12
Total Slippage
$2,250.82
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Us equities, momentum, tactical rotation, rules-based, single-signal, long-only
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BRK/A
Berkshire Hathaway Inc.
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.66%. 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, and options.