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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 daily tactical blend around the S&P 500: ride uptrends, press dips with 2x SSO, and in downtrends rotate to staples (XLP), the US dollar (UUP), short-term bonds (BSV), or even –2x SDS. Uses SPY’s 200‑day trend and RSI(10) dip signals.
NutHow it works
Uses SPY (S&P 500) as the market gauge. A 200‑day average sets the regime: above = uptrend, below = downtrend. RSI(10) is a 0–100 “overbought/oversold” score; <30 = sharp dip. Uptrend: hold SPY, add SSO (2x S&P) on dips. Downtrend: if very oversold, briefly use SSO; otherwise rotate to defenses: XLP (consumer staples) + UUP (US dollar). If weakness deepens (<20‑day avg), pick SDS (–2x S&P) or BSV (short‑term bonds), whichever looks stronger. Rebalances daily.
CheckmarkValue prop
Dynamic, regime-based sleeve around SPY that presses dips with 2x SSO and rotates to defensives. Out-of-sample: ~12.9% annualized return with higher drawdown than SPY—best as a tactical diversification sleeve, not core SPY.

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Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, equities, defensive rotation, daily rebalancing
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 9.74%. 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.