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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 rules-based “risk‑on/risk‑off” switch. Uses trend lines to judge the market, buys the most recently “beaten‑up” stock ETF in uptrends, and in downtrends rotates among the US dollar, long Treasuries, a bearish Nasdaq position, staples, or a bounce trade with 2x tech.
NutHow it works
1) Check market trend: if SPY is above its 200‑day average (long‑term trend), it’s “risk‑on.” If below, “risk‑off.” (A moving average is the average price over N days.) 2) Risk‑on: buy 1 ETF with the lowest 20‑day RSI (0–100 score; low = recently fell) from [SPY/QQQ, plus 2x versions SSO/QLD, and SHY]. 3) Risk‑off: if SPY’s 50‑day avg > 200‑day, hold UUP (if TLT’s trend up) else TLT. If not, and SPY’s 10‑day RSI < 30, buy QLD for a bounce; otherwise split QID (−2x QQQ) and XLP (staples).
CheckmarkValue prop
Compelling out-of-sample edge: ~37% annualized return vs 23% for the S&P, with strong risk-adjusted upside (Calmar ~1.26) from regime-switching and tactical ETF rotation. Higher upside, but drawdowns can be larger in tough markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.450.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
567.31%10.5%-0.15%0.4%0.6
Simple Regime Switching V2.2
27,786.03%34.48%0.96%-4.86%1.29
Initial Investment
$10,000.00
Final Value
$2,788,602.92
Regulatory Fees
$9,762.84
Total Slippage
$59,442.71
Invest in this strategy
OOS Start Date
Sep 26, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend + mean reversion, etf rotation, leveraged etfs, defensive hedging, tactical asset allocation
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
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.

"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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Regime Switching V2.2" has returned 32.81%. 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, and options.