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Symphonies
Simple SPY/VGT (58/18)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based risk-on/risk-off plan: in uptrends hold S&P 500 and a tech fund; when markets look overheated move to cash and a volatility hedge; when washed out buy tech; in downtrends mostly sit in cash, with rare chip-rebound bets.
NutHow it works
It checks a few simple “thermometers” each day: trend (is the S&P 500 above its 200‑day average?), and “heat” (RSI, a 0–100 scale of how fast something has risen/fallen). If fear is extreme it briefly bets on a chip‑stock rebound; if markets look too hot it hides in cash plus a volatility hedge; if washed out it buys tech; otherwise it holds broad stocks plus tech 50/50.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted terms: Sharpe ~1.25 vs ~0.89, lower drawdown (~17.5% vs ~18.8%), and Calmar ~4.55, achieved by an adaptive risk-on/off approach that captures tech rallies and hedges volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.890.30.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.13%14.55%-1.77%0.2%0.89
Simple SPY/VGT (58/18)
70,355.46%57.79%-0.94%-7.27%1.78
Initial Investment
$10,000.00
Final Value
$7,045,546.44
Regulatory Fees
$11,940.07
Total Slippage
$82,721.95
Invest in this strategy
OOS Start Date
Jan 18, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, momentum/rsi, trend-following, risk-on/off, equities, cash, volatility hedge, leveraged etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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/VGT (58/18)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple SPY/VGT (58/18)" is currently allocated toSPYandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple SPY/VGT (58/18)" has returned 50.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple SPY/VGT (58/18)" is 17.45%. 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/VGT (58/18)", 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.