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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, rotate between QQQ and SHY. Own QQQ when the market trend or short‑term strength is up, or when QQQ is washed out; otherwise park in short‑term Treasuries. Uses SPY to read the market and aims to cut big drawdowns.
NutHow it works
Each day it picks between QQQ (Nasdaq‑100: big tech) and SHY (1–3yr US Treasuries) using SPY (broad US market) as a guide: - If SPY’s 21‑day average price is above its 210‑day average, own QQQ. - Else, if QQQ looks “washed out” (RSI(10), a 0–100 heat gauge; below 30 = oversold), own QQQ. - Else, if SPY’s price is above its 31‑day average, own QQQ. - Otherwise hold SHY.
CheckmarkValue prop
Out-of-sample edge: about 32.9% annualized return vs SPY ~22%; max drawdown ~19.3% vs ~18.8%; Sharpe ~1.54 vs ~1.34; Calmar ~1.70. Higher upside with stronger risk-adjusted performance than the S&P 500.
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
1,133.8%11.25%-0.15%0.4%0.66
Beat the Market (since 2002)
7,179.15%19.95%0.83%-1.83%1.05
Initial Investment
$10,000.00
Final Value
$727,915.32
Regulatory Fees
$433.91
Total Slippage
$2,918.20
Invest in this strategy
OOS Start Date
Oct 26, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,tactical asset allocation,risk-on/off,nasdaq-100,us treasuries,daily rebalance,market timing
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

"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 30.48%. 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, and options.