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Symphonies
SPY Avoid All Market Crashes
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A trend‑first, crash‑avoidance strategy: hold SPY in healthy uptrends; otherwise rotate into Treasuries/Staples or hedge tech. In severe sell‑offs it tactically flips between long and inverse Nasdaq to limit drawdowns while seeking quick re‑entry.
NutHow it works
Own SPY (S&P 500) only when long‑term trends are strong. If trends weaken, either buy a tech dip (XLK = S&P tech) or park in Treasuries (IEI = 3‑7yr, SHV = T‑bills) and Staples (XLP). In deep/sideways sell‑offs it flips between Nasdaq long (QQQ/QLD, SMH/USD) and hedges (PSQ/QID) using short‑term overbought/oversold gauges and bond strength (TLT) to decide.
CheckmarkValue prop
Out-of-sample it beats the S&P on risk-adjusted terms: Sharpe 1.78 vs 1.46, return 29.5% vs 23.7%, max drawdown 10.2% vs 18.8%, Calmar 2.90, beta ~0.80. Trend-first, crash-avoidance with higher, safer gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.520.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.34%14.83%1.36%5.73%0.91
SPY Avoid All Market Crashes
1,639.38%22.83%1.36%5.73%1.54
Initial Investment
$10,000.00
Final Value
$173,938.09
Regulatory Fees
$355.07
Total Slippage
$2,248.26
Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend following, crash protection, tactical asset allocation, etfs, risk-on/risk-off, inverse & leveraged etfs, multi-asset, tech tilt
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 Avoid All Market Crashes" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY Avoid All Market Crashes" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY Avoid All Market Crashes" has returned 29.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY Avoid All Market Crashes" is 10.17%. 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 Avoid All Market Crashes", 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.