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

About

A daily switch that shorts the S&P 500 when it looks overheated or weak, parks in T‑bills when signals are mixed or bonds are stronger, and only buys tech (XLK) when big‑tech looks washed out (QQQ RSI is very low).
NutHow it works
Daily holds one fund: SH (inverse S&P 500), SHV (T‑bills), or XLK (tech). RSI = a 0–100 “heat” score; low = washed out, high = overheated. EMA/SMA = fast vs slow average; fast below slow = weak. Rules: If QQQ (big‑tech) RSI10<31, buy XLK. Else if SPY RSI10>85 or SPY 10‑day EMA<SMA, hold SH. If bonds (BND RSI20) beat SH RSI60, go to SHV. Otherwise SHV. Why: SH shorts the market, SHV is safe parking, XLK rides rare tech rebounds.
CheckmarkValue prop
Offers downside protection and steadier risk than the S&P: max drawdown ~8.5% vs 18.8% for SPY, Calmar ≈0.98, and stronger risk-adjusted control. A risk-managed complement to core equity exposure with selective tech rebound potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.0100.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
567.91%10.56%9.27%4.88%0.61
Shorting SPY
1,322.84%15.07%2.91%9.75%1.14
Initial Investment
$10,000.00
Final Value
$142,283.53
Regulatory Fees
$644.97
Total Slippage
$4,169.12
Invest in this strategy
OOS Start Date
May 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, short s&p 500, inverse etf, rsi, trend following, mean reversion, bonds vs cash, sector tilt, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology 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.

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

"Shorting SPY" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Shorting SPY" has returned 13.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Shorting SPY" is 8.46%. 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 "Shorting 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.