Skip to Content
Symphonies
Rotating Super SPY
Today’s Change
—

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

About

A rules-based rotation: own SPY when in an uptrend; otherwise shift to a defensive mix (T‑bills, staples, gold) or a contrarian tech bet. Sector sleeves hold financials/tech/energy/utilities only when momentum is positive. A bond sleeve toggles TLT vs stocks.
NutHow it works
Tickers: SPY(S&P 500), QQQ(Nasdaq‑100), XLK(Tech), XLF(Financials), XLE(Energy), XLU(Utilities), XLP(Staples), GLD(Gold), BIL(T‑bills), TLT(Long Treasuries). MA = avg price over X days (trend). RSI = 0–100 strength; low=weak. Core: if SPY > 200‑day MA, own SPY; else choose BIL+XLP+GLD or XLK based on QQQ’s RSI. Sectors: own XLF/XLK/XLE/XLU only when 5‑day EMA > 50‑day MA; else use the core. Bonds: flip TLT vs core via long‑term trend and RSI.
CheckmarkValue prop
Out-of-sample edge: 22.86% annualized return vs SPY 20.27%; Sharpe 1.324 vs 1.142; Calmar 1.87; drawdown 12.25% vs 18.76%; beta ~0.80. Higher risk-adjusted returns with lower drawdowns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tactical asset allocation, sector rotation, momentum, risk-managed, stocks vs bonds, defensive overlay
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 toSPY, XLE, XLUandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Super SPY" has returned 21.32%. 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.