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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

Daily rules that avoid stocks when the S&P 500 looks overheated (move to T‑Bills/bonds/gold) and lean in when it’s not (sometimes with 2x S&P). Otherwise hold SPY, buy tech on deep dips, or sit in Treasuries.
NutHow it works
Each day the strategy checks if the S&P 500 looks hot or cool using simple “heat” gauges and trend lines. • If very hot: park in cash‑like T‑Bills (SHV). If still elevated: rotate to the strongest of Treasuries (IEF), Gold (GLD), or short bonds (BSV). Otherwise: use 2x S&P 500 (SSO). • If cool: if the S&P is still in an uptrend, hold SPY. If tech is deeply oversold, try Technology (XLK). Else, hold Treasuries (IEI).
CheckmarkValue prop
Out-of-sample, this strategy targets ~61% annualized return vs ~26.6% S&P, Sharpe ~2.15 vs ~1.30, drawdown ~7.9% vs ~13.7%, Calmar ~7.7—higher upside with lower risk via hedges and selective leverage.
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
707.4%13.92%-1.77%0.2%0.85
SP500 - Alternate Prevent Crash and Leverage
3,316.35%24.65%-3.03%-3.86%1.27
Initial Investment
$10,000.00
Final Value
$341,635.03
Regulatory Fees
$2,320.07
Total Slippage
$14,615.12
Invest in this strategy
OOS Start Date
Mar 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, crash protection, s&p 500, leverage, trend filters, momentum, bonds, gold, tech tilt
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 toIEI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.20%. 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.