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Symphonies
Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple game plan: in healthy markets hold SPY. When the market weakens, either buy tech (XLK) only after sharp drops in QQQ (RSI<30) or sit defensively in consumer staples (XLP). Backtested daily since 1999, spanning the dot‑com crash.
NutHow it works
Each day: 1) Check if SPY (fund of top 500 US stocks) is above its 200‑day average price (a long‑term trend line). If yes, own SPY. 2) If not, look at QQQ’s 10‑day RSI (a 0–100 “how hard it fell” gauge). If RSI < 30 (tech just dropped fast), buy XLK (tech stocks). Otherwise, hold XLP (defensive consumer‑staples stocks).
CheckmarkValue prop
Out-of-sample edge: 26.5% annualized return vs SPY 22.5%, Sharpe 1.60 vs 1.34, max drawdown ~11% vs ~18.8%, Calmar ~2.41. Higher risk-adjusted growth with downside protection via systematic trend/dip signals vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.80.720.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
798.23%8.46%6.16%5.09%0.52
Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crash
4,259.68%14.99%6.33%5.27%0.86
Initial Investment
$10,000.00
Final Value
$435,968.27
Regulatory Fees
$762.86
Total Slippage
$4,766.98
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend filter, sector rotation, dip buying, rsi-based signal, defensive overlay
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.99%. 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.