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

About

Daily rules: trend up → hold SPY/QQQ (sized by calmness). Trend down → try oversold QQQ; else SPY if turning up; else T‑bills. Seeks stock-like gains with smaller drawdowns.
NutHow it works
Each day: If SPY’s 1‑month average price is above its 10‑month average (uptrend), buy SPY and QQQ, giving more to the calmer one (based on last 100 days’ volatility). If not: If QQQ’s RSI‑20 (a 0–100 “recent strength” score) is below 39, buy QQQ; else if SPY is above its 31‑day average, buy SPY; otherwise hold BIL (a T‑bill ETF). SPY=S&P 500; QQQ=Nasdaq‑100 (tech‑heavy); BIL=cash‑like.
CheckmarkValue prop
Out-of-sample edge: 27.4% annualized return vs 22.1% S&P, Sharpe ~1.57 vs ~1.00, max drawdown ~16.9% vs ~18.8%. A trend-driven, risk-controlled SPY/QQQ strategy with a cash ballast.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.790.750.86
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
528.92%10.31%0.54%-0.34%0.59
Beat the Market (since 2002) SAVE
1,788.82%16.98%1.15%-1.26%0.95
Initial Investment
$10,000.00
Final Value
$188,881.94
Regulatory Fees
$245.52
Total Slippage
$1,240.43
Invest in this strategy
OOS Start Date
Jan 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, etf rotation, us equities, inverse volatility, momentum, rsi filter, defensive cash
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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) SAVE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Beat the Market (since 2002) SAVE" has returned 25.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Beat the Market (since 2002) SAVE" is 16.94%. 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) SAVE", 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.