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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 trend-and-safety switch: in uptrends, split between SPY and tech‑heavy QQQ, tilted to the steadier one. In weak markets, buy QQQ on sharp dips, or SPY if holding up; otherwise park in short‑term T‑bills.
NutHow it works
Each day: 1) If SPY’s short-term average price (~1 month) is above its long-term average (~10 months), the trend is up. Hold SPY (S&P 500) and QQQ (tech‑heavy Nasdaq‑100), giving more to the steadier one (lower 100‑day volatility). 2) Otherwise, if QQQ looks oversold (RSI—a gauge of how fast it’s been dropping—reads low), buy QQQ. 3) Else if SPY is above its ~31‑day average, buy SPY. 4) Else hold BIL (1–3 month U.S. T‑bills). Rebalance daily.
CheckmarkValue prop
Out-of-sample edge: annualized return ~27.4% vs SPY ~22.1%; Sharpe ~1.57 vs 1.39; drawdown ~16.9% vs 18.8%; Calmar ~1.62. Trend-following with volatility-aware tilts delivers steadier growth and better risk control than the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, momentum, volatility targeting, downside protection, us large-cap, tech tilt, t-bills/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 24.43%. 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.