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Hello Algo World!
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY in uptrends. If the market is weak, hold XLP for defense—unless tech is very sold off, then buy XLK for a rebound. Always 100% in one ETF; trades only when these signals flip.
NutHow it works
1) Check SPY vs its 200-day average (a long-term trend line). If SPY is above it, buy SPY. 2) If SPY is below it, look at QQQ’s 10-day RSI (0–100 measure of recent selling/buying). If RSI > 30, buy XLP (defensive staples). If RSI ≤ 30 (very sold-off), buy XLK (technology). No scheduled rebalancing.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: 26.5% annualized return vs 22.2%, Sharpe ~1.57 vs 1.36, Calmar ~2.41, max drawdown ~11% vs ~18.8% (875-day track record).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.080.790.720.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
772.43%8.43%2.19%5.01%0.52
4,127.69%15.01%2.19%5%0.86
Initial Investment
$10,000.00
Final Value
$422,769.27
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
Trend following, market timing, sector rotation, rsi contrarian, us equities, single-etf allocation
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
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 26.50%. 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, crypto, and options.