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Symphonies
S&P Symphony w/ Leverage (101% RR/28.3% DD)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical plan that rides U.S. stocks when trends are favorable, but quickly cuts risk when markets look overheated or weak. It switches among 2× S&P 500, tech (QQQ/TECL), inverse tech (PSQ), Treasuries, gold, and T‑bills using simple “hot/cold” signals.
NutHow it works
Step 1: Is the S&P 500 (SPY) above its 200‑day average? If yes, it takes risk but backs off when short‑term readings look “too hot” (a quick hot/cold gauge called RSI): it moves to T‑bills (SHV) or, if trends are stretched, parks in the strongest of Treasuries, gold, or short‑term bonds; otherwise it holds 2× S&P (SSO). If SPY is below its 200‑day, it flips between long tech, short tech, or bonds using the same hot/cold tests and a 20‑day trend check.
CheckmarkValue prop
Out-of-sample, this strategy delivers stronger risk-adjusted results than SPY: ~61.6% annualized return vs ~25.9%, Calmar ~1.83, Sharpe ~1.43. Dynamic risk-on/off rules with defensive sleeves chase trends while protecting capital.

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Invest in this strategy
OOS Start Date
Nov 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum + mean reversion,regime filter,leveraged etfs,inverse etfs,bonds,gold,daily rebalancing
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 61.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.63%. 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 the symphony, 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.