Skip to Content
Symphonies
Historical Dip Buys Since 1999
Today’s Change
—

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

About

A daily, rules-based US equity strategy: use a trend filter on the S&P 500, rotate to Berkshire in very strong markets, hold SPY in normal uptrends, and in weak markets only buy tech on deep dips; otherwise sit in Berkshire.
NutHow it works
1) Check trend: if the S&P 500’s recent price (8-day EMA) is above its long-term average (200-day), it’s an uptrend; otherwise, it’s weak. 2) Uptrend: if markets are very hot (RSI tests), buy Berkshire; else buy SPY. 3) Weak trend: if Nasdaq is washed out, buy XLK (tech); else buy Berkshire.
CheckmarkValue prop
Adaptive, rules-based US equity strategy using trend signals and Berkshire rotations to boost returns and limit drawdowns. Out-of-sample: ~25.1% annualized vs 21.5% for the S&P; Sharpe ~1.47 vs ~1.24; max drawdown ~15.2% vs ~18.8%.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, dip buying, tactical asset allocation, us equities, sector rotation, momentum (rsi), rules-based
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 20.76%. 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.