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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

A daily 100% allocation rotation between QQQ or SHY driven by SPY trend, QQQ RSI, and SPY momentum signals. If bullish signals fire, you’re in QQQ; if not, you move to SHY. Uses SPY as the signal source while primarily exposing you to tech (QQQ) or bonds (SHY).
NutHow it works
Every trading day, the system decides either to buy QQQ (tech-focused ETF) or SHY (short-term Treasuries) based on a short, rule-driven signal tree. If SPY’s 21-day moving average is above SPY’s 210-day moving average, it buys QQQ. If not, it checks whether QQQ’s RSI(10) is below 30 (an oversold condition); if yes, it buys QQQ. If that’s not true, it checks whether SPY’s current price is above SPY’s 31-day moving average; if yes, it buys QQQ. If none of these conditions are met, it shifts to SHY. The weight is effectively 100% to the chosen asset on that day (no blended allocation). Signals are refreshed daily, and there are no direct SPY holdings in the strategy.”
CheckmarkValue prop
Out-of-sample performance beats the S&P 500: higher Sharpe (~1.53), stronger annualized return (~32.7% vs 24.3%), and better Calmar (~1.69). Slightly larger drawdown, but growth remains superior with a simple QQQ/SHY rotation.
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
Etf-based, multi-asset, trend-following, rotation, momentum
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.