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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 when it’s in a long‑term uptrend. If it’s not, buy SPY only after a sharp selloff; otherwise hold Consumer Staples (XLP) for defense. Daily check; simple mix of trend, buy‑the‑dip, and defensive rotation.
NutHow it works
Each day the strategy checks SPY, the main S&P 500 fund. If SPY is above its 200‑day average (a long‑term trend gauge), it holds SPY. If not, it looks for a quick, sharp drop: if SPY’s recent drop is big enough (RSI < 30), it still buys SPY; otherwise it moves to XLP, a Consumer Staples fund that’s usually steadier.
CheckmarkValue prop
Out-of-sample edge: 22.1% return vs 20.9% for the S&P; higher risk-adjusted return (Sharpe ~1.42 vs ~1.23); smaller drawdown (13.38% vs 18.76%); lower beta (~0.81); Calmar ~1.65 — more upside with less risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.750.750.87
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
807.32%8.54%1.36%5.73%0.52
Simple Regime Switching and Dip Buying with S&P 500
1,513.65%10.89%1.36%5.73%0.7
Initial Investment
$10,000.00
Final Value
$161,364.68
Regulatory Fees
$288.76
Total Slippage
$1,847.49
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend following, dip buying, rsi, sector rotation, us equities, defensive tilt
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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.10%. 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, crypto, and options.