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Symphonies
Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switch: in uptrends, hold leveraged US stocks plus Treasuries and Gold; in downtrends, either buy sharp dips or rotate to defensive assets. Uses a 200‑day trend filter, a 10‑day RSI dip trigger, and threshold rebalancing.
NutHow it works
Step 1: Check SPY’s trend. If SPY is above its 200‑day average, it’s “risk‑on.” If below, it’s “risk‑off.” Risk‑on: Hold a mix of 2x S&P 500 (SSO), 2x Nasdaq‑100 (QLD), long Treasuries (TLT), and Gold (GLD). Risk‑off: If SPY is very oversold (10‑day RSI < 27), buy the dip with SSO; otherwise hold XLP, GLD, and UUP. Rebalance only when weights drift ~10–15%.
CheckmarkValue prop
Out-of-sample results beat the S&P 500 on risk-adjusted upside: ~35% annualized vs ~21%; Sharpe ~1.60 vs ~1.23; max drawdown ~14.6% vs ~18.8%; Calmar ~2.41. Regime-switching with selective dip-buying and hedges (Treasuries, Gold) drive durability.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.710.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
593.56%10.65%6.16%5.09%0.61
Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022
5,257.55%23.13%8.84%9.12%1.14
Initial Investment
$10,000.00
Final Value
$535,754.90
Regulatory Fees
$506.23
Total Slippage
$2,795.24
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Regime switching, trend following, dip buying, leveraged etfs, tactical asset allocation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples 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.

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

The symphony is currently allocated toGLD, QLD, SSOandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.59%. 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, and options.