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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

Daily, risk‑managed mix: small S&P core, a 30% sleeve that flips risk‑on/off by recent S&P weakness, a tactical Nasdaq dip‑buyer, plus steady dollar/bond/gold and oil‑trend hedges—aiming for S&P‑like returns with smaller drawdowns.
NutHow it works
- Always 10% in VOO (S&P 500 fund). - 30%: if the S&P hasn’t fallen >5% in ~2 weeks, use SSO (2x S&P) + TMF (3x long US Treasuries); else use SHY/VTIP (short‑term Treasuries) + GLD (gold). - 20% buys Nasdaq‑100 dips: after a 5%+ week drop in QQQ, buy TQQQ (3x) unless a 1‑day pop >5%; otherwise sit in SHY/GLD. - 20% in UUP (US dollar) + SHY. - 20% in DBO (oil) when 1‑month trend is up; else SHY/BSV.
CheckmarkValue prop
Out-of-sample Sharpe 1.01 vs S&P 0.82; max drawdown 15.4% vs 22.1%; Calmar ~0.79; annualized return 12.23% vs 14.01% for S&P. Nearly S&P-like upside with a materially smoother, lower-risk ride.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.530.660.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
493.85%14.28%-0.15%0.4%0.88
SPY minimum drawdown
371.43%12.32%5.49%8.8%1.12
Initial Investment
$10,000.00
Final Value
$47,143.40
Regulatory Fees
$149.07
Total Slippage
$537.72
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, drawdown control, trend-following, hedged, leveraged etfs, risk-managed
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 minimum drawdown" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "SPY minimum drawdown" has returned 13.24%. 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, and options.