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

About

A rules-based, daily mix aiming for S&P-like returns with smaller drops. It toggles risk on/off, keeps a small S&P core, buys Nasdaq dips with a small leveraged sleeve, and uses the dollar, bonds, gold, and oil as hedges.
NutHow it works
Daily: 1) If SPY’s worst 10‑day drop is under 5%, go Risk ON: 2x S&P (SSO) + some long Treasuries (TMF). Else use SHY (short‑term Treasuries), GLD (gold), VTIP (inflation‑linked). 2) Keep 10% in S&P (VOO). 3) If QQQ fell >5% in 5 days, buy a small 3x Nasdaq (TQQQ) unless it just spiked; otherwise SHY/GLD. 4) Hold UUP (US dollar)+SHY. 5) Own oil (DBO) when 1‑month trend is up; else SHY/BSV. Rebalance daily.
CheckmarkValue prop
Out-of-sample Sharpe ~0.96 vs SPY ~0.82; max drawdown 15.4% vs 22.1%; Calmar ~0.75. A strategy that aims for S&P-like upside with far smaller losses through diversified hedges and tactical risk management.

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Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Daily
Type
Stocks
Category
Risk-managed,tactical asset allocation,multi-asset,volatility hedge,trend-following,drawdown control,leveraged etfs
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 minimum drawdown" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY minimum drawdown" is currently allocated toBSV, TMF, VOO, UUP, SHY, SSOandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY minimum drawdown" has returned 11.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY minimum drawdown" is 15.44%. 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 minimum drawdown", 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.