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Symphonies
SPY Games
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily switcher among S&P 500 long/short, Treasuries, and gold. It reads inflation trend (RINF), RSI heat, and SPY’s 200-day trend to go risk-on (SPXL/SPY), risk-off (SH/GLD), or bonds (TMF).
NutHow it works
Daily, it picks ETFs using three checks: 1) Inflation trend: RINF above its 200-day average = inflation rising. 2) Short-term strength via RSI (a 0-100 heat meter): bonds (BND), tech (QQQ), and the S&P 500 (SPY). 3) SPY vs its 200-day average (trend). It rotates among SPXL (3x long S&P), SPXS/SH (short S&P), SPY, TMF (3x long Treasuries), and GLD. Deep selloffs -> SPXL; extreme froth -> SPXS; uptrends -> SPY; downtrends -> SH+GLD; bond-led mid-range -> TMF.
CheckmarkValue prop
Out-of-sample upside is higher: ~18.88% annualized vs ~17.99% for the S&P, driven by inflation-aware, rules-based rotation among SPXL, TMF, SH/GLD. A disciplined path to greater returns—acknowledging the potential for larger drawdowns.

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Invest in this strategy
OOS Start Date
Jun 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend and momentum, inflation regime, leveraged etfs, s&p 500, treasuries, gold
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 Games" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "SPY Games" has returned 18.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY Games" is 46.62%. 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 Games", 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.