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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 when the long-term trend is strong. If it softens, buy tech on deep dips or move to Treasuries. In bear markets, park mostly in T‑bills/Treasuries/Staples and use a small tactical sleeve to hedge or ride short tech/semiconductor rebounds.
NutHow it works
1) If the S&P 500 (SPY) is in a clear uptrend (above key averages), own SPY. 2) If the trend weakens, only buy tech (XLK) on sharp dips in the Nasdaq (QQQ); otherwise hide in 3–7y Treasuries (IEI). 3) If SPY breaks down, hold mostly T‑bills (SHV), Treasuries (IEI) and Staples (XLP), plus a small tactical sleeve that can hedge (PSQ/QID) or play quick rebounds in QQQ/semis (SMH/QLD/USD).
CheckmarkValue prop
Out-of-sample, this strategy outperforms SPY with smaller drawdowns: Sharpe 1.76 vs 1.45; 28.7% vs 23.2%; max drawdown 10.2% vs 18.8%; Calmar 2.82. It stays in SPY in uptrends and rotates to Treasuries/staples when risk rises, for smoother growth.

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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 etf allocation, us equities, treasuries, technology/semiconductors, inverse/leveraged etfs
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 toIEI. 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 25.63%. 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.