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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 “risk‑on/risk‑off” plan: ride uptrends with 2× S&P/Nasdaq plus bonds and gold; in downtrends hold staples, gold, and the US dollar, with occasional dip‑buys in 2× S&P when very oversold. Threshold rebalancing; leverage increases volatility.
NutHow it works
Step 1: Is SPY above its 200‑day average (a long‑term trend line)? If yes, hold a mix of SSO (2× S&P 500), QLD (2× Nasdaq 100), TLT (long‑term US Treasury bonds), and GLD (gold). If no, and SPY’s 10‑day RSI (0–100 “overheated/oversold” score) is below 27, buy SSO for a rebound; otherwise hold XLP (defensive consumer staples), GLD, and UUP (long US dollar). Rebalance only when weights drift ~15%. Uses leverage → bigger swings.
CheckmarkValue prop
Out-of-sample edge: 34.12% annualized return vs 20.88% for the S&P; Sharpe 1.54 vs 1.23; max drawdown 14.59% vs 18.76%; Calmar 2.34. Leverage-enabled, regime-switching strategy delivering bigger upside with disciplined risk versus the S&P.
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YTD
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.70.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
564.65%10.62%1.36%5.73%0.61
Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022
4,769.7%23%2.06%11.73%1.14
Initial Investment
$10,000.00
Final Value
$486,970.25
Regulatory Fees
$438.72
Total Slippage
$2,361.73
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Regime switching, tactical allocation, trend following, dip buying, leveraged etfs, multi-asset, risk-on/risk-off, threshold rebalancing
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 toGLD, QLD, SSOandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.12%. 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, crypto, and options.