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

About

Own SPY in clear uptrends, sometimes buy QQQ after sharp pullbacks, and sit in T‑Bills when trends are weak. Uses SPY (S&P 500), QQQ (Nasdaq‑100), and BIL (1–3 month US Treasuries). Rebalanced daily.
NutHow it works
Daily checklist, one holding at a time: - If SPY’s 21‑day average price (average of last 21 days) is above its 210‑day average, hold SPY (broad US market). - Else, if QQQ’s 10‑day “oversold” gauge (RSI; under 30 = fell hard) triggers, buy QQQ for a rebound. - Else, if SPY is above its 31‑day average, hold SPY. - Else, hold BIL (1–3 month US T‑Bills; cash‑like).
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return: oos Sharpe 1.53 vs 1.39, annualized return 24.14% vs 22.08%, and max drawdown 16.05% vs 18.76%, with Calmar ≈ 1.50—more upside, less risk.

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Invest in this strategy
OOS Start Date
Jan 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, rules-based, us equities, etfs, momentum, mean reversion, risk management
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 & Nasdaq SAVE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Simple S&P 500 & Nasdaq SAVE" has returned 21.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple S&P 500 & Nasdaq SAVE" is 16.05%. 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 & Nasdaq SAVE", 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.