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

About

Contrarian on Nasdaq extremes and trend-following on the S&P, with gold as a shelter. Uses leveraged funds (QLD, SSO) for rebounds and a volatility fund (UVXY) when markets look overheated; otherwise holds SPY or GLD based on 200/30‑day averages.
NutHow it works
RSI is a 0–100 gauge of how hot/cold recent price moves are; moving averages are average prices over the last X days. It checks daily: if Nasdaq‑100 (QQQ) is very hot (10‑day RSI>79) → switch to a volatility fund (UVXY). If very cold (RSI<31) → buy 2x Nasdaq (QLD). Otherwise use S&P 500 (SPY): above its 200‑day average → buy SPY; else if above its 30‑day average → buy 2x S&P (SSO); else hold gold (GLD). Note: leveraged and volatility funds are high risk.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P: ~39% annualized return vs ~32%, higher Sharpe (~3.03 vs ~2.64), Calmar ~7.66, and near-market beta with similar ~5% drawdown. A tactical rotation with hedges for stronger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.820.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Smart SPY
159,816.13%68.48%1.79%8.39%1.78
Initial Investment
$10,000.00
Final Value
$15,991,613.32
Regulatory Fees
$22,993.10
Total Slippage
$159,620.35
Invest in this strategy
OOS Start Date
Jun 3, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, trend following, mean reversion, leveraged etfs, volatility hedging, us equities, gold, risk-on/risk-off
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.

"Smart SPY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Smart SPY" has returned 39.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Smart SPY" is 5.09%. 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 "Smart 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.