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

About

A cautious daily switch between 2x S&P 500 (SSO) and short‑term Treasuries (SHY). It adds stock risk only when the market is calm and stocks look colder than bonds; otherwise it stays in SHY. Uses 15 lookbacks to smooth decisions.
NutHow it works
Each day it chooses between a turbo-charged stock fund (SSO, 2x S&P 500) and a safe bond fund (SHY, 1–3 yr Treasuries). It first asks: has SPY (an S&P 500 tracker) been calm (low day‑to‑day swings)? Then it compares “heat” (RSI = a score of recent up vs down days) of SPY vs SHY. If calm and SPY looks colder than SHY, it buys SSO; otherwise it parks in SHY. It repeats this over 5 time windows and 3 calmness levels and splits money evenly.
CheckmarkValue prop
Out-of-sample, this SSO/SHY strategy outperforms the S&P on risk-adjusted return: ~33% vs 22% annualized; Sharpe ~1.68 vs 1.38; Calmar ~1.29; beta ~0.9. It rides calm upswings and stays in Treasuries during risk.

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Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility targeting, rsi comparison, leveraged s&p 500, short-term treasuries, risk-on/off
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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.25%. 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, crypto, and options.