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Symphonies
Cautious Fund Surfing | SPY vs. SHY | 1x
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious, rules-based switch between SPY (stocks) and SHY (short‑term Treasuries). It moves to SHY when volatility is high and buys SPY only in calm periods when stocks look comparatively “cool.” Daily, 15‑rule ensemble; 1x exposure.
NutHow it works
Each day 15 mini-rules vote for SPY (S&P 500 stocks) or SHY (1–3yr US Treasury bonds). If stocks’ recent daily swings are modest, a rule buys SPY only when stocks look cooler than bonds (RSI, a 0–100 “recent‑strength” score, is lower for SPY). If swings are large, it parks in SHY. The final mix is the average of all votes. In SPY you own all major U.S. sectors; in SHY you hold short‑term Treasuries. Rebalances daily. No leverage.
CheckmarkValue prop
Out-of-sample, this 1x SPY/SHY rules-based strategy delivers superior risk-adjusted returns vs SPY: higher Sharpe, lower drawdown, and strong Calmar, helping you weather volatility while still participating in calmer markets.

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Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, stocks vs bonds, volatility filter, rsi, ensemble, daily rebalance, s&p 500, treasuries, 1x
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.30%. 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, crypto, and options.