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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

Switches between U.S. stocks (SPY) and commodities (DBC). If stocks lead, it uses signals to pick UPRO (3x S&P), TQQQ (3x Nasdaq), or UVXY (volatility). Otherwise it holds DBC or the recent 60‑day winner among EFA/EEM/EWZ/TLT/SHY.
NutHow it works
Daily check: Are U.S. stocks (SPY) beating commodities (DBC) over 1 year? If yes: if SPY is in an uptrend and looks overheated, use UVXY (volatility). Else, after a sharp 5‑day drop use UVXY on a big 1‑day rebound; otherwise buy UPRO (3x S&P). If no drop, buy the laggard of UPRO or TQQQ (3x Nasdaq). If commodities lead: hold DBC if trending up; else own the 60‑day winner among EFA (dev ex‑US), EEM (emerging), EWZ (Brazil), TLT (20+Y UST), or SHY (1–3Y UST).
CheckmarkValue prop
Out-of-sample edge: 68.7% annualized return vs SPY's 18.6%; Sharpe 1.32 vs 1.12; Calmar ~1.26. Superior risk-adjusted gains across regimes versus the S&P 500; though drawdowns can reach ~54% in severe markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.581.730.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
SPY (S&P-500) Strength Catcher V2 Medium Risk, Medium Return
2,221,992.3%100.53%5.46%-0.01%1.49
Initial Investment
$10,000.00
Final Value
$222,209,229.86
Regulatory Fees
$549,890.95
Total Slippage
$3,929,366.23
Invest in this strategy
OOS Start Date
Sep 12, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend/momentum, leveraged etfs, volatility, commodities, global equities, bonds, risk-on/risk-off
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra 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.

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

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

Year-to-date, the symphony has returned 62.05%. 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, and options.