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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 among US stocks, commodities, global stocks and Treasuries using long‑term strength and trends. In stock uptrends it favors 3x S&P/Nasdaq, with brief volatility bets (UVXY) when markets look overheated or whipsawing.
NutHow it works
First, compare long‑term strength of US stocks (SPY) vs commodities (DBC). If stocks lead and trend up, buy UPRO or TQQQ (3x), except switch briefly to UVXY (volatility) when stocks look overheated/whipsaw. If stocks lag, own DBC if rising; else the strongest of EFA/EEM/TLT/EWZ/SHY. Rebalance on >5% drift. Legend: SPY=US stocks; DBC=commodities; UPRO=3x S&P; TQQQ=3x Nasdaq; UVXY=VIX vol; EFA=dev ex‑US; EEM=emerging; TLT=long US Treas; SHY=short US Treas; EWZ=Brazil.
CheckmarkValue prop
Out-of-sample edge: ~58% annualized return vs ~19% for the S&P, with Sharpe ~1.21 (vs ~1.15) and Calmar ~1.07. A regime-switching, multi-asset rotation aims for big upside in trends while hedging risk, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.571.690.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
761.09%15.8%1.36%13.5%0.96
SPY (S&P-500) Strength Catcher V2 Medium Risk, Medium Return
2,325,225.57%98.41%-11.95%-5.6%1.48
Initial Investment
$10,000.00
Final Value
$232,532,557.38
Regulatory Fees
$412,247.25
Total Slippage
$3,944,812.79
Invest in this strategy
OOS Start Date
Sep 12, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, relative-strength rotation, volatility timing, leveraged etfs, etf rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
DBC
Stocks
EEM
Stocks
EFA
Stocks
EWZ
Stocks
SHY
Stocks
SPY
Stocks
TLT
Stocks
TQQQ
Stocks
UPRO
Stocks
UVXY
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 58.41%. 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.