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Symphonies
S&P 500 reference
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple 50% SPY, 50% cash portfolio with a 10% rebalance band—aiming to keep broad U.S. stock exposure while cutting market ups and downs roughly in half.
NutHow it works
It splits your money 50/50 between SPY (an ETF that mirrors the S&P 500—big U.S. companies like Apple, Microsoft, Google, Amazon, Tesla) and cash. It doesn’t rebalance on a schedule. It only trades if SPY drifts outside a 10% band around its 50% target (below 40% or above 60%).
CheckmarkValue prop
SPY-like returns with a cash buffer that smooths the ride. Out-of-sample Sharpe ~1.42, Calmar ~1.20; drawdowns near SPY with lower turnover from band-based rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0111
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,727.61%10.64%-0.15%0.4%0.64
S&P 500 reference
2,726.2%10.64%-0.15%0.4%0.64
Initial Investment
$10,000.00
Final Value
$282,620.46
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
Apr 5, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Core equity, s&p 500, cash buffer, low-volatility tilt, passive, band rebalancing
Tickers in this symphonyThis symphony trades 1 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
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.

"S&P 500 reference" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S&P 500 reference" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S&P 500 reference" has returned 21.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S&P 500 reference" is 18.76%. 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 "S&P 500 reference", 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.