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Symphonies
DOT COM Bust (Apr 26 1999) | Newbie Guide
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY in uptrends. When the market weakens, hide in staples unless tech looks washed out; then buy tech for a rebound. Uses SPY’s 200‑day average and QQQ’s RSI to switch among SPY, XLP, and XLK. Always 100% in one ETF.
NutHow it works
- If the S&P 500 fund (SPY) is above its 200‑day average price (the average of the last ~200 trading days), own SPY. - If not, check QQQ’s 10‑day RSI (a 0–100 gauge of recent strength). If RSI > 30, play defense in consumer staples (XLP). If RSI ≤ 30 (very weak), bet on a tech rebound (XLK). One ETF at a time; trades only when rules flip.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.72 vs 1.51, annualized return 30.7% vs 25.9%, drawdown 11% vs 18.8%, Calmar 2.79. A simple 100% ETF rotation aims to outperform the S&P 500 with less downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.790.720.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
760.76%8.41%1.36%5.73%0.51
DOT COM Bust (Apr 26 1999) | Newbie Guide
4,073.74%15.02%1.36%5.73%0.86
Initial Investment
$10,000.00
Final Value
$417,373.66
Regulatory Fees
$693.60
Total Slippage
$4,444.41
Invest in this strategy
OOS Start Date
Nov 5, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following,momentum,mean-reversion,sector rotation,tactical asset allocation,etf,rules-based
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 30.70%. 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, crypto, and options.