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Symphonies
Simple Regime Switching and Dip Buying with S&P 500
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY in long‑term uptrends and on sharp short‑term selloffs; otherwise rotate to XLP, a defensive consumer‑staples fund. One ETF at a time, checked and rebalanced daily.
NutHow it works
Each day: 1) If SPY (an S&P 500 fund) is above its 200‑day average price (a long‑term uptrend), own SPY. 2) If it’s below that average but SPY’s 10‑day RSI is under 30 (it fell fast recently), still own SPY to “buy the dip.” 3) Otherwise, own XLP (a defensive consumer‑staples fund). Rebalances daily.
CheckmarkValue prop
Out-of-sample return ~21.78% vs SPY ~20.62%, lower drawdown ~13.38% vs 18.76%, higher Sharpe ~1.42 vs ~1.23, and beta ~0.82. Strategy rides SPY in uptrends, shifts to XLP in dips, with dip-buy signals.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.760.750.87
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
805.88%8.46%0.54%-0.34%0.52
Simple Regime Switching and Dip Buying with S&P 500
1,511.12%10.78%0.54%-0.35%0.69
Initial Investment
$10,000.00
Final Value
$161,112.22
Regulatory Fees
$288.95
Total Slippage
$1,847.48
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, regime switching, dip buying, rsi, moving average, s&p 500, consumer staples, tactical allocation, daily rebalancing
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.38%. 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.