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Symphonies
Cautious Fund Surfing | SPY vs. SHY | 2x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious, rules‑based switch between 2× S&P 500 and short‑term Treasuries. Only buys stocks when markets are calm and stocks look washed‑out vs bonds; otherwise sits in Treasuries. Multiple lookbacks vote, blending the final exposure.
NutHow it works
Daily, 15 mini‑models vote between a 2× S&P 500 fund (SSO) and short‑term Treasuries (SHY). First: is SPY calm (low recent volatility)? If not, hold SHY. If calm: RSI (a score of recent buying vs selling; low = oversold) — if stocks look more sold‑off than bonds, buy SSO; else SHY. Final mix averages all votes.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns vs the S&P 500: about 33% annualized vs 22%, Sharpe ~1.67 vs ~1.38, beta ~0.92. A volatility filter plus 0–100% SSO/SHY mix aims for upside with controlled risk.

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Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, rsi mean reversion, leveraged equity, treasuries, daily rebalance, risk-managed
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.73%. 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.