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Symphonies
Rotating Super SPY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical ETF portfolio that rotates among four U.S. sectors and long Treasuries, with a shared core rule: own the S&P 500 in uptrends or switch to a defensive mix when weak. Uses simple trend checks and an oversold/overbought gauge to lean risk‑on or defensive.
NutHow it works
The portfolio has 5 sleeves. Four (15% each) own a sector (XLF, XLK, XLE, XLU) only when its short‑term trend is up; otherwise they use a core rule. Core rule: own SPY when above its 200‑day average; if not, hold a defensive mix (T‑Bills BIL plus staples XLP and gold GLD, sized to favor the steadier one) unless tech looks very oversold (QQQ’s RSI ≤30), then buy XLK. The last 40% flips between long Treasuries (TLT) and the same core rule using very long‑term trend and an “overheated” check (RSI = a 0–100 recent‑moves gauge).
CheckmarkValue prop
Adaptive, trend-following sector rotation with defense designed to beat the S&P 500 on risk. Out-of-sample: ~22.9% annual return vs ~20.3% SPY; Sharpe ~1.32 vs ~1.14; max drawdown ~12% vs ~18.8%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.550.630.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
557.35%10.5%6.16%5.09%0.6
Rotating Super SPY
1,725.22%16.65%4.08%5.5%1.19
Initial Investment
$10,000.00
Final Value
$182,522.18
Regulatory Fees
$370.09
Total Slippage
$2,362.28
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, sector rotation, momentum, etfs, risk management
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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.

"Rotating Super SPY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rotating Super SPY" is currently allocated toXLF, SPY, XLUandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Super SPY" has returned 21.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rotating Super SPY" is 12.25%. 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 "Rotating Super SPY", 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.