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Symphonies
[PUB] NEW SCHD / SPY Moving Average Combo | DereckN + HTX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A two-sleeve, rules-based mix. In uptrends it favors stocks (incl. some 2x S&P). In stress it rotates to defensive plays (market‑neutral, short junk bonds, gold, energy), with a “tech oversold” rule that can temporarily shift heavily into tech.
NutHow it works
Two equal sleeves decide. Half A: If SCHD (dividend stocks) beats SJB (short junk bonds) over ~21 days, split RSP (equal‑weight S&P 500) and SCHD. Else, if QQQ’s RSI (oversold gauge; <30) is low, buy XLK (tech); otherwise split BTAL (defensive) and SJB. Half B: If SPY’s 8‑day > 200‑day avg (uptrend), split SPLV (low‑vol) and SSO (2x S&P). Else, if tech is oversold buy XLK; otherwise split UGL (2x gold) and XLE (energy).
CheckmarkValue prop
Out-of-sample: Calmar 1.48, Sharpe 1.23, max drawdown 12.7% (SPY ~18.8%), beta ~0.70. A two-sleeve, rules-based design offering solid OOS growth (~18.8% p.a.) with meaningful downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.670.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.56%14.69%-1.77%0.2%0.91
[PUB] NEW SCHD / SPY Moving Average Combo | DereckN + HTX
1,613.88%22.01%-2.63%4.35%1.42
Initial Investment
$10,000.00
Final Value
$171,388.32
Regulatory Fees
$443.76
Total Slippage
$2,531.95
Invest in this strategy
OOS Start Date
Jul 27, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, u.s. equities, sectors, leveraged etfs, gold, defensive
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RSP
Invesco S&P 500 Equal Weight ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SJB
ProShares Short High Yield
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
UGL
ProShares Ultra Gold
Stocks
XLE
State Street Energy 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSJB, BTAL, SSOandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.71%. 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 the symphony, 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.