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Symphonies
Simple Regime Switching V2.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple risk-on/risk-off switcher. In uptrends it buys the big-index fund that’s most recently oversold. In downtrends it rotates to Treasuries or the US dollar, or hedges with inverse Nasdaq and Consumer Staples.
NutHow it works
1) Check trend: is SPY above its 200-day average? If yes, buy 1 fund that looks most “oversold” by 20-day RSI (a 0–100 gauge of recent weakness) from: SPY, QQQ, QLD/SSO (2x), or SHY. 2) If SPY is below that line: If its 50-day avg is still above its 200-day, hold TLT (long Treasuries), unless TLT is weak short-term, then hold UUP (US dollar). If 50<200: if SPY is very oversold (RSI10<30) buy QLD; else split QID (-2x QQQ) and XLP (Consumer Staples).
CheckmarkValue prop
Out-of-sample, this regime-switching strategy targets higher upside (≈38% annualized vs SPY’s 23.5%) with solid risk-adjusted metrics (Calmar ~1.30, Sharpe ~1.26). It hedges downturns while chasing oversold leaders in uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.440.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
564.65%10.62%1.36%5.73%0.61
Simple Regime Switching V2.2
29,210.2%35.34%4.93%28.08%1.32
Initial Investment
$10,000.00
Final Value
$2,931,020.02
Regulatory Fees
$9,312.72
Total Slippage
$56,505.19
Invest in this strategy
OOS Start Date
Sep 26, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend + mean reversion, tactical etfs, leveraged/inverse, rsi, moving averages, us stocks, treasuries, us dollar, staples
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.

"Simple Regime Switching V2.2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple Regime Switching V2.2" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Regime Switching V2.2" has returned 37.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Regime Switching V2.2" is 29.08%. 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 "Simple Regime Switching V2.2", 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.