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Symphonies
Rotating Super SPY with RSI OB Frontrunner | Inverse Volatility
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based and tactical: ride SPY in uptrends; if stocks get very “hot,” pre‑hedge with VIXY plus low‑risk funds. Sector and Treasury momentum sleeves layer in when trends are favorable. Uses inverse‑vol sizing; signal‑driven, not calendar‑driven.
NutHow it works
Core: own SPY (S&P 500) when it’s above its 200‑day average. If not, hold a defensive mix (T‑Bills, staples, gold or tech). When stocks look very “hot” short‑term (RSI = a heat gauge; high = overbought), rotate into a hedge: mostly VIXY (a volatility fund that jumps in sell‑offs) plus low‑risk funds (SPLV, BTAL), sized by inverse volatility. Adds sector and Treasury momentum sleeves. Trades on signals, not a schedule.
CheckmarkValue prop
Out-of-sample edge: 19.12% return vs SPY 20.13%, but drawdown 13.07% vs 18.76%, Calmar 1.463 and Sharpe 1.045. Hedge-driven, rules-based strategy offers similar upside with less downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.460.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
648.05%15.27%1.36%5.73%0.92
Rotating Super SPY with RSI OB Frontrunner | Inverse Volatility
16,551.1%43.5%1%1.11%2.11
Initial Investment
$10,000.00
Final Value
$1,665,109.69
Regulatory Fees
$4,242.44
Total Slippage
$28,385.02
Invest in this strategy
OOS Start Date
Sep 1, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, sector rotation, volatility hedge, risk management
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.

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

The symphony is currently allocated toXLF, SPY, XLE, TLTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.07%. 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, crypto, and options.