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Symphonies
Simple SPY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates among UVXY (volatility), SPY (stocks), SSO (2x stocks), and SHY (short‑term Treasuries) using two SPY trend checks and an “overheated” QQQ signal. Overheated → UVXY; long uptrend → SPY; short bounce in weak trend → SSO; else → SHY.
NutHow it works
Daily checks: 1) QQQ (big‑tech fund) 10‑day RSI, a ‘heat’ gauge 0–100. If very hot (>79), buy UVXY—a 2x “fear index” fund that spikes in selloffs but usually decays. Else 2) If SPY (S&P 500) above its 200‑day average (long trend up), hold SPY. Else 3) If SPY above its 30‑day average (short bounce), hold SSO (2x SPY). Else hold SHY (short‑term US Treasuries).
CheckmarkValue prop
Out-of-sample, this strategy yields higher risk-adjusted returns than the S&P 500: about 34% vs 30% annualized, Sharpe ~2.76 vs ~2.49, Calmar ~6.7 with ~5% max drawdown. A volatility-aware, regime-tuning approach.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.490.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Simple SPY
22,315.5%45.68%0.54%-0.35%1.48
Initial Investment
$10,000.00
Final Value
$2,241,549.54
Regulatory Fees
$2,692.87
Total Slippage
$18,110.78
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend/momentum, volatility hedge, leveraged etfs, u.s. equities, treasuries
Tickers in this symphonyThis symphony trades 5 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
SSO
ProShares Ultra S&P500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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 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 25.25%. 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, and options.