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Symphonies
Cautious Fund Surfing | SPY vs. SHY | 3x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious daily blend that flips between UPRO (3× S&P 500) and SHY (short‑term Treasuries). It only goes aggressive when markets are calm and stocks look more “washed out” than bonds; otherwise it stays defensive.
NutHow it works
Each day your money is split across 15 mini‑rules (3 volatility caps × 5 lookbacks). For each: if the S&P 500 (SPY) has been calm lately and looks more “washed out” than short‑term Treasuries (SHY) using RSI (0–100, lower=recently fell), buy UPRO (3× S&P 500). Otherwise hold SHY. The blend sets how much is in UPRO vs SHY.
CheckmarkValue prop
Outperforms the S&P 500 on a risk-adjusted basis. In out-of-sample tests it delivers ~1.60 Sharpe vs ~1.38 for SPY, ~1.33 Calmar, and ~49% annualized return vs ~22% for SPY—thanks to a rules-based, calm-market UPRO tilt with SHY protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.940.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
901.95%14.84%-0.15%0.4%0.89
Cautious Fund Surfing | SPY vs. SHY | 3x
10,005.84%31.93%-1.61%-0.96%1.26
Initial Investment
$10,000.00
Final Value
$1,010,583.54
Regulatory Fees
$2,267.28
Total Slippage
$14,066.79
Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, momentum/mean-reversion, risk-on/risk-off, leveraged etf, us equities, treasuries
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
UPRO
ProShares UltraPro S&P 500
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.61%. 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.