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Symphonies
SPY (S&P-500) Strength Catcher V2 Medium Risk, Medium Return
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based switch between US stocks and commodities, with trend checks. In stock-friendly times it uses short-term signals to choose leveraged stock funds or, when overheated, a volatility fund. Otherwise it rotates among foreign stocks and Treasuries.
NutHow it works
1) It first asks: over the past ~1 year, have US stocks (SPY) or commodities (DBC) been stronger? 2) If SPY is stronger: it checks if SPY is in a long-term uptrend. If yes, it uses short-term signals to either buy levered stock funds (UPRO/TQQQ) or, when stocks look overheated, a volatility fund (UVXY). If no, it rotates into the best of foreign stocks or Treasuries. 3) If DBC is stronger: if commodities are trending up, it holds DBC; otherwise it picks the best performer among foreign stocks or Treasuries. Rebalances only when the target drifts by ~5%.
CheckmarkValue prop
Out-of-sample: ~68.5% annualized return vs SPY ~18.8%, with Sharpe ~1.31 and Calmar ~1.26. Dynamic regime switching across stocks/commodities offers stronger upside and diversification, but be ready for larger drawdowns in bad markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.591.710.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
SPY (S&P-500) Strength Catcher V2 Medium Risk, Medium Return
2,212,722.28%102.87%3.19%29.93%1.5
Initial Investment
$10,000.00
Final Value
$221,282,228.10
Regulatory Fees
$455,588.59
Total Slippage
$3,251,924.28
Invest in this strategy
OOS Start Date
Sep 12, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, leveraged etfs, volatility trading, global macro, risk-on/risk-off
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 68.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.40%. 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 the symphony, 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.