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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

Daily, it switches among SPY (S&P 500), QQQ (Nasdaq‑100) on sharp sell‑offs, and BIL (T‑Bills) when weak. A short‑ vs long‑term trend test aims to ride uptrends; an oversold rule seeks bounces; T‑Bills are the safety valve.
NutHow it works
Daily, it checks simple rules to be in stocks or T‑Bills. If the S&P 500’s ~1‑month average is above its ~10‑month average, own SPY. Else, if the Nasdaq‑100 looks washed out (QQQ’s RSI < 30), buy QQQ for a bounce. Else, if SPY is above its ~1.5‑month average, hold SPY; otherwise hold BIL (1–3 mo T‑Bills). RSI = 0–100 gauge of recent buying/selling; below 30 = very sold off.
CheckmarkValue prop
Out-of-sample edge: annualized return 24.6% vs SPY 22.4%, OS Sharpe ~1.54 vs ~1.39, lower max drawdown (16.1% vs 18.8%), and lower beta (~0.92). Higher risk-adjusted growth with smoother downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.680.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
569.79%10.99%1.36%5.73%0.62
Simple S&P 500 & Nasdaq SAVE
1,510.06%16.45%1.36%5.73%1.01
Initial Investment
$10,000.00
Final Value
$161,006.01
Regulatory Fees
$130.78
Total Slippage
$878.81
Invest in this strategy
OOS Start Date
Jan 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, tactical asset allocation, us equities, nasdaq tilt, t-bills/cash parking, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 24.61%. 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, crypto, and options.