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Symphonies
Hello Algo World!
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 is weak, rotate into Consumer Staples (XLP) if tech momentum is OK, or Technology (XLK) if tech is very oversold. Single ETF at a time; trades only when signals flip.
NutHow it works
It holds one ETF at a time. If SPY’s price is above its 200‑day average (a common long‑term uptrend signal), it owns SPY. If not, it checks QQQ’s 10‑day RSI, a 0–100 score of recent price strength. If RSI > 30 (not extremely weak), it owns XLP (defensive Consumer Staples). If RSI ≤ 30 (very weak), it owns XLK (Technology). QQQ is only a gauge, not a holding. It trades only when signals change; a 10% band avoids small, frequent trades.
CheckmarkValue prop
Out-of-sample, this single-ETF-at-a-time strategy beats the S&P on risk-adjusted return with smaller drawdowns: annualized return ~26.5% vs ~22.3%, max drawdown ~11% vs ~18.8%, Sharpe ~1.57 vs ~1.36, Calmar ~2.41.
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
764.19%8.35%-0.15%0.4%0.51
Hello Algo World!
4,087.78%14.9%-0.15%0.4%0.86
Initial Investment
$10,000.00
Final Value
$418,777.89
Regulatory Fees
$714.97
Total Slippage
$4,441.82
Invest in this strategy
OOS Start Date
Aug 26, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Us equities, trend following, sector rotation, momentum, rsi, 200-day moving average, tactical allocation
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.

"Hello Algo World!" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hello Algo World!" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hello Algo World!" has returned 24.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hello Algo World!" 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 "Hello Algo World!", 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.