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Symphonies
SPY Alpha Generator WM 74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates among SPY (broad market), QQQ (Nasdaq‑100), and SMH (semiconductors). Stays in SPY unless the Nasdaq is trending and stronger; then picks the faster mover (QQQ or SMH). Rebalanced daily.
NutHow it works
Each day it: 1) Checks if QQQ is in an uptrend (its 50‑day average price > 200‑day; a simple trend test). If not, it holds SPY (broad market). 2) If yes, it compares near‑term strength (RSI: a 0–100 score of recent up vs down days). If QQQ’s score > SPY’s, it buys the one that moved around more in the last ~10 days (higher volatility) between QQQ and SMH (semiconductors). Otherwise, it holds SPY. SPY: S&P 500; QQQ: Nasdaq‑100; SMH: chipmakers.
CheckmarkValue prop
Out-of-sample, this rotation strategy beats the S&P 500 on risk-adjusted returns: Sharpe ≈1.06 vs ≈0.91, annualized return ≈31.38% vs ≈17.84%, Calmar ≈1.70, with similar max drawdowns (~18.5% vs ~18.8%).

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Invest in this strategy
OOS Start Date
Jan 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, us equities, sector rotation, nasdaq tilt, semiconductors, tactical allocation, daily rebalance
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.

"SPY Alpha Generator WM 74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY Alpha Generator WM 74" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY Alpha Generator WM 74" has returned 31.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY Alpha Generator WM 74" is 18.48%. 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 "SPY Alpha Generator WM 74", 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.