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

About

Daily strategy that holds SPY by default. When tech is trending up and showing stronger recent gains than the market, it switches into QQQ or SMH—whichever has been moving more over the last ~2 weeks.
NutHow it works
Each day: 1) If QQQ’s 50-day average price is above its 200-day average (uptrend), then 2) check if QQQ’s recent strength (10‑day RSI = balance of recent gains vs losses) beats SPY’s. If yes, buy the single ETF with bigger recent moves (10‑day volatility) between QQQ and SMH (semiconductors). Otherwise, hold SPY.
CheckmarkValue prop
Out-of-sample edge: 27.5% annualized vs SPY's 17.4%, Sharpe ~1.01 vs ~0.93, drawdown ~18.5% (slightly better). A tech/momentum tilt seeks bigger upside with solid risk-adjusted protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.031.150.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
570.79%14.38%-1.77%0.2%0.89
SPY Alpha Generator WM 74
1,207.09%19.9%1.09%1.74%0.94
Initial Investment
$10,000.00
Final Value
$130,708.60
Regulatory Fees
$497.72
Total Slippage
$3,382.68
Invest in this strategy
OOS Start Date
Jan 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, trend-following, momentum, sector rotation, technology, semiconductors, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
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.

"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 toSMH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY Alpha Generator WM 74" has returned 22.56%. 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, and options.