Skip to Content
Symphonies
Simple SPY
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based switcher: hedges with a volatility fund when tech looks overheated; otherwise owns SPY in long uptrends, takes a short-term leveraged S&P bet on bounces, or parks in short-term Treasuries.
NutHow it works
Owns one fund at a time: • If the Nasdaq‑100 (QQQ, tech‑heavy) looks overheated on a 10‑day RSI (a “heat” gauge; high = fast rise), buy UVXY (tends to jump when market volatility spikes). • Else if SPY > its 200‑day average (long‑term uptrend), buy SPY. • Else if SPY > its 30‑day average (short‑term bounce), buy SSO (2x S&P). • Else buy SHY (short‑term Treasuries). Note: UVXY/SSO are leveraged and very volatile.
CheckmarkValue prop
Out-of-sample, this rule-based strategy beats the S&P: Sharpe 3.10 vs 2.77; annualized return ~40% vs ~34%; Calmar ~7.9; max drawdown ~5%. Beta ~1.0. Hedged, tactical rotations aim for higher upside with controlled risk.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tactical rotation, volatility hedge, leveraged etfs, u.s. equities, treasuries
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 SPY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple SPY" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple SPY" has returned 39.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple SPY" is 5.07%. 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 SPY", 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.