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Symphonies
Fabien Market timing model
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical model: fade overbought markets with a partial S&P 500 short, buy deep tech dips, and otherwise follow the long‑term trend, rotating between QQQ (growth) and defensive sectors (utilities/staples).
NutHow it works
Each day it checks a few simple signals. - If short‑term “heat” is high (RSI) in staples (XLP), tech proxy (TQQQ), discretionary (XLY) or the S&P 500 (SPY), it puts 40% in SH (the inverse S&P 500) and leaves the rest in cash. - Otherwise, if tech is very washed‑out (RSI low), it buys TQQQ (3x QQQ). If not, it follows the 200‑day trend: if the market is up, prefer QQQ; if not, hold XLU/XLP (defensive). Tickers: SPY=S&P 500, SH=its inverse, QQQ=Nasdaq‑100, TQQQ=3x QQQ, DIA=Dow, XLU=Utilities, XLP=Staples, XLY=Discretionary. RSI is a 0–100 short‑term “heat” score; the 200‑day average is a long‑term trend line.
CheckmarkValue prop
Out-of-sample, this strategy offers better downside protection with still solid upside: 13.27% annualized return, 8.08% max drawdown (vs SPY 8.89%), beta ~0.23, Calmar 1.64, Sharpe 0.69—diversifies and steadies a stock-heavy portfolio.

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Invest in this strategy
OOS Start Date
Jan 17, 2026
Trading Setting
Daily
Type
Stocks
Category
Market-timing, tactical-allocation, equities, etfs, trend-following, mean-reversion, sector-rotation, shorting, leveraged-etfs
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLY
State Street Consumer Discretionary 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.

"Fabien Market timing model" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fabien Market timing model" is currently allocated toXLPandXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fabien Market timing model" has returned 13.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fabien Market timing model" is 8.08%. 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 "Fabien Market timing model", 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.