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Symphonies
Blend: Simple Regime Switching and Dip Buying with Leveraged S&P (2x) DereckNielsen Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 50/50 blend that rides S&P 500 uptrends (sometimes with 2x leverage), buys sharp dips, and in weak markets rotates to defensive stocks and the U.S. dollar—or even a −2x short S&P fund. Rebalanced daily.
NutHow it works
The portfolio splits into two equal rule sets and watches SPY (S&P 500). If price is above its 200‑day average (long‑term uptrend), it holds SPY; on sharp drops (RSI<30, a short‑term “very oversold” gauge), it uses SSO (2x SPY). If below the 200‑day (downtrend), it shifts to XLP (defensive stocks) + UUP (U.S. dollar). In one sleeve, if weakness is acute (below 20‑day), it picks SDS (−2x SPY) or BSV (short‑term bonds), whichever is stronger. Rebalanced daily. Note: despite the name, it uses S&P 500 ETFs.
CheckmarkValue prop
A rules-based, regime-switching 50/50 sleeve that rides uptrends with leverage, buys sharp dips, and rotates to defensives. In out-of-sample testing it delivers positive risk-adjusted returns (Sharpe ~0.58, Calmar ~0.53) with diversification vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.620.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
579.76%10.64%9.27%4.88%0.61
Blend: Simple Regime Switching and Dip Buying with Leveraged S&P (2x) DereckNielsen Mod
5,321.11%23.44%16.84%11.17%1.03
Initial Investment
$10,000.00
Final Value
$542,110.68
Regulatory Fees
$1,138.01
Total Slippage
$6,583.48
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, tactical asset allocation, regime switching, trend following, dip buying, leveraged etfs, inverse etfs, defensive rotation
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPYandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.22%. 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 the symphony, 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.