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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 when the S&P 500 is in an uptrend. If not, switch to either defensive Consumer Staples (XLP) or Technology (XLK) based on a short‑term “oversold” gauge of Nasdaq stocks (QQQ). Holds one ETF at a time.
NutHow it works
1) If SPY (tracks the S&P 500) is above its 200‑day average price, own SPY. 2) Otherwise, check a 10‑day RSI on QQQ (tracks big Nasdaq stocks). RSI gauges how stretched prices are; near 30 = oversold. If RSI > 30, own XLP (defensive, groceries/household). If RSI <= 30, own XLK (tech). One ETF at a time; no scheduled rebalancing.
CheckmarkValue prop
Out-of-sample this strategy delivers higher risk-adjusted returns vs SPY: annualized return 26.5% vs 22.3%, Sharpe 1.57 vs 1.36, lower max drawdown 10.99% vs 18.76%, and Calmar 2.41. Lower beta ~0.91 means less market risk.
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
746.1%8.25%-1.77%0.2%0.51
Hello Algo World!
4,000.13%14.78%-1.77%0.2%0.85
Initial Investment
$10,000.00
Final Value
$410,012.72
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
Tactical asset allocation, trend following, sector rotation, etfs, moving average filter, rsi signal, u.s. equities, risk management
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 23.16%. 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.