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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

Simple rule set: own SPY in uptrends; in downtrends, hide in Consumer Staples (XLP) unless tech is extremely oversold, then take a rebound shot in Technology (XLK) using QQQ’s RSI as the trigger.
NutHow it works
- If the S&P 500 fund (SPY) is above its average price over ~200 trading days, hold SPY. - If it’s below, switch to defense unless tech is washed out: • If the Nasdaq-100 (QQQ) short-term strength score (RSI-10) is above 30, hold Consumer Staples (XLP). • If that score is 30 or less, buy Technology (XLK) for a rebound.
CheckmarkValue prop
Out-of-sample return: 29.63% vs SPY’s 25.17%; drawdown: 10.99% vs 18.76%; Sharpe 1.70 vs 1.50; Calmar 2.70; beta ~0.91. Strong, lower-risk growth that beats the S&P on risk-adjusted terms.
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
729.53%8.16%-4.19%-3.74%0.5
DOT COM Bust (Apr 26 1999) | Newbie Guide
4,006.48%14.76%-2.12%-1.66%0.85
Initial Investment
$10,000.00
Final Value
$410,647.63
Regulatory Fees
$750.47
Total Slippage
$4,683.96
Invest in this strategy
OOS Start Date
Nov 5, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, sector rotation, us equities, 200-day moving average, rsi(10), tactical, risk-on/risk-off
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 toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.27%. 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.