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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

Daily, it’s mostly in QQQ when the market trend is up or QQQ is oversold; it shifts to SHY only when the market is weak and not bouncing. SPY is used as the market barometer; QQQ is the growth engine.
NutHow it works
Each day it checks the S&P 500 (SPY) to judge trend using moving averages (smoothed prices). If the short (~1‑month) average is above the long (~10‑month), it buys QQQ (big tech). If that trend is down, it asks if QQQ looks “oversold” by RSI (a score of recent losses vs gains). If RSI<30, it still buys QQQ. If not, but SPY is above its ~1‑month average, it buys QQQ. Otherwise it parks in SHY (short‑term Treasuries).
CheckmarkValue prop
Out-of-sample edge: 32.7% annual return vs SPY's 24.3%, with higher Sharpe ~1.53 and Calmar ~1.69. Tech-led upside via QQQ with SHY ballast—strong upside, controlled risk vs the S&P 500.
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
1,126.92%11.22%0.54%-0.34%0.66
Simple S&P 500
7,157.22%19.93%1.99%-2.52%1.05
Initial Investment
$10,000.00
Final Value
$725,722.34
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
Trend-following, tactical asset allocation, momentum + mean reversion, tech-heavy equity, risk-on/risk-off, us large-cap growth, defensive treasuries
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 30.32%. 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.