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Symphonies
Signal Check Template
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily cash‑parking tactic that toggles between SHV and BIL. If SPY and QQQ aren’t “overheated” (10‑day RSI < 80), hold SHV; if either is very hot (≥80), hold BIL. No stock exposure—just short U.S. Treasuries.
NutHow it works
Every day it checks how “hot” U.S. stocks are using a simple speedometer of recent price moves (a 10‑day RSI) on two big stock funds: SPY (S&P 500) and QQQ (Nasdaq‑100). If both gauges are below 80 (not extremely hot), it holds SHV (very short‑term Treasuries with slightly higher yield). If either is 80+ (very hot), it moves to BIL (1–3 month T‑Bills, more cash‑like). Stocks aren’t owned here—they’re just used as the thermometer. Rebalances daily.
CheckmarkValue prop
Cash-first strategy switching SHV/BIL based on a SPY/QQQ RSI heat check. Delivers far lower drawdowns (~3.7% vs SPY ~18.8%), near-zero beta, and strong out-of-sample risk-adjusted metrics, offering steadier, capital-preserving gains vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.01-00.03-0.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
500.36%10.01%-5.67%-5.04%0.58
Signal Check Template
28.25%1.33%0.24%0.81%3.59
Initial Investment
$10,000.00
Final Value
$12,824.86
Regulatory Fees
$43.78
Total Slippage
$287.36
Invest in this strategy
OOS Start Date
Aug 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Cash management, us treasuries, momentum filter, risk-on/off, daily rebalancing
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Signal Check Template" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Signal Check Template" has returned 4.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Signal Check Template" is 0.04%. 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 "Signal Check Template", 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.