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Symphonies
BDRY 60d RSI > 50 + 20 MA SPY
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY unless both a shipping-market strength gauge (BDRY’s 60‑day RSI) and SPY’s short‑term trend (20‑day average) turn weak; then park in T‑Bills (BIL). This aims to sidestep downturns while staying invested most of the time.
NutHow it works
It checks two signals: 1) BDRY, a shipping-market ETF, shows positive momentum (its 60‑day RSI—a 0–100 “up vs. down days” score—is above 50). 2) SPY is above its 20‑day average price. If either is true, hold SPY. If both are false, move to BIL (T‑Bills).
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted performance vs SPY: Sharpe 1.39 vs 1.03, Calmar ~1.89, drawdown ~8.6% vs SPY’s ~18.8%, and a low beta ~0.38 — offering meaningful upside with stronger downside protection.

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Invest in this strategy
OOS Start Date
Sep 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, tactical asset allocation, risk-on/risk-off, momentum filter, us equities, treasury bills
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.

"BDRY 60d RSI > 50 + 20 MA SPY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BDRY 60d RSI > 50 + 20 MA SPY" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BDRY 60d RSI > 50 + 20 MA SPY" has returned 16.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BDRY 60d RSI > 50 + 20 MA SPY" is 8.61%. 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 "BDRY 60d RSI > 50 + 20 MA SPY", 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.