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Symphonies
Market-regime: ITB (Housing)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses the trend of U.S. homebuilders (ITB) as a health check. If housing trends up, own the S&P 500 (SPY); if not, sit in short‑term Treasuries (BIL). Checked daily to cut big drawdowns while staying invested in uptrends.
NutHow it works
It watches ITB, an ETF of U.S. homebuilders. If today’s ITB price is above its long-term average (about the last year+), that’s a “healthy housing” signal, so it holds SPY (the S&P 500). If not, it holds BIL (very short‑term U.S. Treasury bills). It checks this daily and switches when the signal flips. ITB is only a thermometer for the economy; the strategy invests in SPY or BIL, not ITB itself.
CheckmarkValue prop
Out-of-sample edge: Sharpe about 2.05 vs SPY 0.96; drawdowns limited to ~2% vs SPY ~19%; Calmar ~4.76. A safer, smoother path with meaningful upside capture during uptrends—better risk-adjusted performance than the S&P 500.
1M
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6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.320.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
512.27%10.51%1.36%5.73%0.6
Market-regime: ITB (Housing)
477.25%10.15%0.35%3.4%0.91
Initial Investment
$10,000.00
Final Value
$57,725.09
Regulatory Fees
$58.68
Total Slippage
$394.89
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend following,tactical asset allocation,market regime filter,housing indicator,risk-on/risk-off,etf rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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-regime: ITB (Housing)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Market-regime: ITB (Housing)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Market-regime: ITB (Housing)" has returned 9.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Market-regime: ITB (Housing)" is 1.96%. 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-regime: ITB (Housing)", 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.