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Symphonies
Market Indicator: SPY v Utilities
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 a long‑term uptrend; if not, hide in T‑bills when Utilities lead, otherwise take an aggressive bet with a 3× S&P ETF. Daily check and switch.
NutHow it works
Each day, check if the S&P 500 fund (SPY) is above its 200‑day average price. If yes, hold SPY. If not, compare last‑month performance of Utilities (XLU) vs SPY. If Utilities did better, hold short‑term T‑bills (BIL). Otherwise buy a 3× S&P fund (SPXL). Rebalanced daily. Note: SPXL is very volatile. Tickers: SPY=S&P 500, XLU=Utilities sector, BIL=T‑bills, SPXL=3× S&P.
CheckmarkValue prop
Risk-controlled, diversification-focused: out-of-sample beta ~0.51 and drawdowns ~18.5% (near SPY), with cash in risk-off. Seeks a steadier ride and downside protection to complement a core S&P 500 position.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.910.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
805.79%13.53%-7.68%-7.76%0.78
Market Indicator: SPY v Utilities
4,144.52%24.1%-5.2%-5.29%0.97
Initial Investment
$10,000.00
Final Value
$424,452.41
Regulatory Fees
$678.62
Total Slippage
$4,476.31
Invest in this strategy
OOS Start Date
Nov 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend following, momentum, tactical allocation, risk-on/risk-off, leveraged etfs, us equities
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLU
State Street Utilities 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.

"Market Indicator: SPY v Utilities" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Market Indicator: SPY v Utilities" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Market Indicator: SPY v Utilities" has returned -2.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Market Indicator: SPY v Utilities" is 18.49%. 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 "Market Indicator: SPY v Utilities", 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.