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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 BDRY’s 60‑day RSI is ≤50 and SPY is below its 20‑day average. In that case, hold BIL (T‑bills). BDRY is a shipping‑rates ETF used as a global‑trade strength signal.
NutHow it works
Daily check: - BDRY = an ETF tied to dry‑bulk shipping rates (a proxy for global trade). Compute its 60‑day RSI (a 0–100 strength gauge; >50 means more up than down). If >50 → buy SPY (S&P 500 stocks). - Else, see if SPY’s price is above its 20‑day average (a simple trend line). If yes → buy SPY; if not → move to BIL (1–3 month T‑bills). It stays in stocks unless both signals are weak.
CheckmarkValue prop
Out-of-sample, this strategy delivers stronger risk-adjusted performance and far better downside protection than the S&P 500: Sharpe 1.39 vs 1.04; Calmar 1.87; max drawdown 8.6% vs 18.8%; ~16.1% annualized return.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.410.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
172.51%13.85%-1.77%0.2%0.77
BDRY 60d RSI > 50 + 20 MA SPY
209.69%15.76%-1.77%0.2%1.24
Initial Investment
$10,000.00
Final Value
$30,969.17
Regulatory Fees
$62.73
Total Slippage
$426.68
Invest in this strategy
OOS Start Date
Sep 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum, trend-following, risk-on/risk-off, us equities, t-bills, macro proxy (shipping)
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BDRY
Breakwave Dry Bulk Shipping ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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.

"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 11.83%. 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, and options.