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Symphonies
SPY S&P500 Avoid All Market Crashes
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based crash-avoidance: hold SPY only in strong uptrends; otherwise rotate to Treasuries/defensive stocks. In deep selloffs, actively hedge or short the Nasdaq and occasionally buy quick tech/semis rebounds. Aims to sidestep major drawdowns.
NutHow it works
Own SPY (S&P 500) only when its long‑term trend is clearly up (price and fast/slow averages all aligned). If that weakens, buy tech (XLK) only when the Nasdaq (QQQ) looks very washed out; otherwise sit in 3–7yr Treasuries (IEI). In full bears, split into IEI, consumer staples (XLP), and a crash module that flips between shorting the Nasdaq (PSQ/QID), holding bonds (guided by TLT), or briefly buying QQQ/semiconductors (SMH or leveraged QLD/USD) on rebounds using short‑term (20‑day) trend and an oversold/overbought gauge (RSI). Legend: SPY=S&P500; XLK=tech; QQQ=Nasdaq‑100; IEI=3–7y Treas.; XLP=staples; TLT=20+y Treas.; PSQ/QID=short Nasdaq; QLD=2x Nasdaq; SMH/USD=semis; RSI=oversold/overbought gauge.
CheckmarkValue prop
Out-of-sample strategy beats SPY on risk-adjusted return and downside protection: Sharpe 1.76 vs 1.45, annualized return 28.7% vs 23.2%, max drawdown 10.2% vs 18.8%, and Calmar 2.82. Lower beta means steadier, more resilient growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.530.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
581.31%14.54%0.54%-0.34%0.9
SPY S&P500 Avoid All Market Crashes
1,636.66%22.39%0.54%-0.35%1.52
Initial Investment
$10,000.00
Final Value
$173,665.74
Regulatory Fees
$355.24
Total Slippage
$2,248.26
Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following,tactical allocation,crash protection,long/short us equities,treasuries,sector rotation,leveraged etfs,defensive rotation
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
USD
ProShares Ultra Semiconductors
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 S&P500 Avoid All Market Crashes" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY S&P500 Avoid All Market Crashes" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY S&P500 Avoid All Market Crashes" has returned 26.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY S&P500 Avoid All Market Crashes" is 10.17%. 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 S&P500 Avoid All Market Crashes", 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.