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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

Own SPY in healthy uptrends. When trends break, rotate into bonds and staples, and tactically buy tech/semis on oversold bounces or short the Nasdaq in deeper selloffs. Goal: sidestep crashes while staying invested in good times.
NutHow it works
- If the S&P 500 is in a strong uptrend (price and shorter averages above the 200‑day), hold SPY. - If that uptrend weakens: if the Nasdaq looks very oversold, buy tech (XLK) for a bounce; otherwise park in 3–7 year Treasuries (IEI). - If the S&P 500 falls below its 200‑day, split into defense (IEI, consumer staples XLP) and a tactical sleeve that flips among QQQ/semiconductors (SMH), inverse Nasdaq (PSQ/QID), or leveraged long (QLD) based on how deep the drop is and short‑term momentum (RSI and 20‑day trend).
CheckmarkValue prop
Out-of-sample edge: ~29.5% annualized return vs SPY 23.7%; Sharpe 1.78 vs 1.46; max drawdown 10.2% vs 18.8%; Calmar 2.90; alpha ~0.09; beta ~0.80. Regime-shift approach aims to ride rallies while reducing crash risk.

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Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend following, crash protection, tactical asset allocation, sector rotation, inverse/leveraged etfs, bonds/defensive
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.

"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 29.51%. 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, crypto, and options.