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Symphonies
SPY For The Long Term
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based shifts among SPY, bonds, volatility, and occasional leveraged tech or inverse positions. Follows SPY’s long-term trend (200‑day average) and short-term “heat” (RSI). Mostly SPY in uptrends; adds hedges or bond/short tilts in weakness. Uses leveraged/inverse ETFs.
NutHow it works
Tickers: SPY=S&P 500; QQQ=Nasdaq‑100; TLT=long Treas.; BND=US bonds; SHY=1‑3y Treas.; VIXY=volatility; SH=‑1x S&P; TECL=3x tech. MA=avg price; RSI=0–100 short‑term “heat”. Trend: SPY>200‑day MA→bull; else defensive. Bull: RSI10(SPY)>80→VIXY; else if RSI60>60→45% SPY/55% TLT; else 100% SPY. Defensive: RSI10(QQQ)<31→TECL; else if SPY<30‑day MA→50% BND + 50% (SPY if RSI10(SHY)>RSI10(SDS) else SH); else 100% SPY. No set rebalance; 5% drift.
CheckmarkValue prop
Out-of-sample, this strategy targets ~26.9% annualized return vs SPY’s ~22.2%, with a Calmar ~0.95 for solid risk-adjusted growth. Tactical hedges and bond tilts help cushion dips, though drawdowns can be larger in harsh markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.2310.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.37%13.78%-0.15%0.4%0.84
SPY For The Long Term
18,224.82%41.11%-0.15%0.4%1.42
Initial Investment
$10,000.00
Final Value
$1,832,481.55
Regulatory Fees
$3,391.51
Total Slippage
$22,626.47
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend + momentum, us equities, treasuries, bonds, volatility hedge, inverse etfs, leveraged etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VIXY
ProShares VIX Short-Term Futures 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.

"SPY For The Long Term" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY For The Long Term" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY For The Long Term" has returned 25.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY For The Long Term" is 28.16%. 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 For The Long Term", 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.