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Symphonies
SP500 - Alternate Prevent Crash and Leverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical S&P 500 plan: hide in cash‑like T‑bills when markets look overheated, rotate to safe assets when still strong, use 2× S&P when warm (not hot), hold regular S&P in healthy uptrends, and buy beaten‑up Tech or Treasuries in downtrends. Rebalanced daily.
NutHow it works
It reads SPY’s “heat” (RSI = 0–100 hot/cold) and long‑term trend (200‑day avg). If RSI>50: very hot → SHV (T‑bills); else if still strong → best of IEF/GLD/BSV; else → SSO (2× S&P). If RSI≤50: uptrend → SPY; downtrend → if Tech very oversold (QQQ RSI<30) → XLK; else → IEI. Daily. Tickers: SPY=S&P; SSO=2×; QQQ/TQQQ=Nasdaq‑100; XLK=Tech; IEF/IEI=US Treas.; SHV=T‑bills; BSV=short bonds; GLD=gold.
CheckmarkValue prop
Out-of-sample Sharpe 2.15 vs SPY 1.30; return 61% vs 26%; max drawdown 7.9% vs 13.7%. A rules-based strategy that leverages when favorable and cuts risk in heat, delivering higher upside with less drawdown than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.670.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
720.06%14.06%0.54%-0.34%0.85
SP500 - Alternate Prevent Crash and Leverage
3,366.48%24.82%-2.35%-5.59%1.28
Initial Investment
$10,000.00
Final Value
$346,647.75
Regulatory Fees
$2,290.86
Total Slippage
$14,409.89
Invest in this strategy
OOS Start Date
Mar 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, risk-on/risk-off, leveraged etfs, crash protection, us equities, tech tilt, treasuries, gold
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLK
State Street Technology 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.

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

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

Year-to-date, the symphony has returned 43.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.94%. 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, and options.