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Symphonies
Historical Dip Buys Since 1999
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it classifies the market as up or down. In uptrends it usually holds Berkshire, falling back to the S&P 500 if momentum isn’t strong. In downtrends it holds Berkshire unless Nasdaq is very oversold, then it buys tech (XLK) for a rebound.
NutHow it works
Each day it checks trend: is SPY’s short-term average (8‑day) above its long-term average (200‑day)? If yes (uptrend): if momentum looks very strong (RSI high on SPY/QQQ, or SPY strong for weeks), hold Berkshire (BRK/A); else hold SPY. If no (downtrend): hold Berkshire unless Nasdaq (QQQ) is very oversold (RSI very low); then buy tech (XLK). RSI=0–100 heat gauge (high=hot, low=beaten-up). SPY=S&P 500, QQQ=Nasdaq‑100, XLK=Tech, BRK/A=Berkshire. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P: 25% vs 21% annualized returns, 1.47 vs 1.24 Sharpe, 15% vs 19% max drawdown, Calmar ~1.65. Regime-driven Berkshire core with selective tech dips.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.520.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
759.37%8.32%0.54%-0.34%0.51
Historical Dip Buys Since 1999
5,692.73%16.29%0.54%-0.35%1.08
Initial Investment
$10,000.00
Final Value
$579,272.82
Regulatory Fees
$983.60
Total Slippage
$6,604.01
Invest in this strategy
OOS Start Date
Apr 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Us equities, tactical rotation, trend-following, momentum, dip buying, sector rotation, daily rebalancing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BRK/A
Berkshire Hathaway Inc.
Stocks
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

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.

"Historical Dip Buys Since 1999" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Historical Dip Buys Since 1999" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Historical Dip Buys Since 1999" has returned 22.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Historical Dip Buys Since 1999" is 15.20%. 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 "Historical Dip Buys Since 1999", 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.