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Symphonies
Beat the Market (since 2002)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rotation between QQQ (growth) and SHY (safety). Go QQQ when SPY’s trend is up, or when QQQ is oversold, or when SPY shows short‑term strength; otherwise park in SHY. Seeks higher returns with smaller drawdowns.
NutHow it works
It rotates between two funds: QQQ (Nasdaq‑100: big tech growth) and SHY (1–3yr US Treasuries: safety). Daily it checks SPY (S&P 500) for trend: if the 21‑day average price is above the 210‑day average (uptrend), hold QQQ. If not, but QQQ’s 10‑day RSI (0–100 gauge of recent moves; <30 = unusually sold off) is below 30, hold QQQ. Else if SPY is above its 31‑day average, hold QQQ. Otherwise hold SHY.
CheckmarkValue prop
Dynamic QQQ/SHY rotation aims for growth in uptrends and safety in drawdowns. Out-of-sample: ~34% annualized return vs SPY ~22%, higher risk-adjusted Sharpe and Calmar, with controlled losses, beating the S&P 500 with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.750.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,128.71%11.35%1.36%5.73%0.66
Beat the Market (since 2002)
7,314.95%20.27%0.6%8.42%1.07
Initial Investment
$10,000.00
Final Value
$741,494.78
Regulatory Fees
$433.75
Total Slippage
$2,918.20
Invest in this strategy
OOS Start Date
Oct 26, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, risk-on/risk-off, etf rotation, rules-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.

"Beat the Market (since 2002)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Beat the Market (since 2002)" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Beat the Market (since 2002)" has returned 33.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Beat the Market (since 2002)" is 19.34%. 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 "Beat the Market (since 2002)", 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.