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

About

Cash-heavy crash-avoider: most sits in T-bills; a 30% sleeve owns SPY in uptrends, otherwise bonds or oversold tech. In deep Nasdaq selloffs it hedges/shorts and, when momentum turns, rotates to Nasdaq/semis (incl. 2x funds).
NutHow it works
Most stays in T-bills (SHV). About 30% is tactical: - If the S&P 500 fund (SPY) is in an uptrend (price above long-term averages), it holds SPY. - Otherwise it holds 3–7yr Treasuries (IEI) or, if the Nasdaq-100 (QQQ) is very oversold (low RSI), it buys the Tech sector fund (XLK). - In deep Nasdaq declines (~−20%/yr), it hedges/shorts QQQ (PSQ/QID). If momentum improves, it goes long QQQ or Semiconductors, incl. some 2x funds (SMH/QLD/USD). It can also use Consumer Staples (XLP). RSI = short-term “heat”; moving averages = trend.
CheckmarkValue prop
Most out-of-sample proof: Sharpe 1.76 vs 1.45, annualized return 28.7% vs 23.2%, drawdown 10.2% vs 18.8%, and beta ~0.80. A steadier, higher-return path than the S&P 500 with better risk control.

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Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following, crash protection, tactical allocation, us equities, treasuries, tech tilt, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
USD
ProShares Ultra Semiconductors
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 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 toIEI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY Avoid All Market Crashes" has returned 25.64%. 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, and options.