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Symphonies
Simple S&P 500
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Holds QQQ most of the time, using the S&P 500’s trend and an “oversold” check to decide. Only shifts to SHY when both long‑ and short‑term market signals are weak and QQQ isn’t deeply oversold. Rebalanced daily.
NutHow it works
Each day it checks the S&P 500 (SPY). If its ~1‑month average price is above its ~10‑month average, it owns QQQ (a fund of big tech/mega‑cap growth). If not, but QQQ looks very “washed‑out” (RSI, a 0–100 gauge of recent weakness/strength, is under 30), it still owns QQQ. If neither, but SPY is above its ~1‑month average, it owns QQQ. Otherwise it parks in SHY (short‑term US Treasuries).
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns and upside vs SPY: oos return ~32.7% vs 24.3%, Sharpe ~1.53 vs 1.44, Calmar ~1.69, with SHY downside protection. More growth, controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.750.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,107.98%11.13%-1.77%0.2%0.65
Simple S&P 500
7,090.48%19.86%0.33%0.61%1.05
Initial Investment
$10,000.00
Final Value
$719,048.04
Regulatory Fees
$433.91
Total Slippage
$2,918.20
Invest in this strategy
OOS Start Date
Oct 13, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, risk-on/risk-off, nasdaq-100 (qqq), short-term treasuries (shy)
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
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

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 S&P 500" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple S&P 500" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple S&P 500" has returned 29.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple S&P 500" is 19.34%. 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 S&P 500", 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.