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Symphonies
SPY(Price) < SPY SMA(5)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple daily “buy the dip” switch: own SPY only when its price falls below its 5‑day average; otherwise sit in BIL (short‑term T‑bills). Broad U.S. stock exposure on dips, cash‑like safety the rest of the time.
NutHow it works
Each day, it checks SPY (tracks the S&P 500). It calculates SPY’s 5‑day average price (the average of the last 5 closes). If today’s price is below that average (a short‑term dip), it puts 100% into SPY (broad U.S. stocks). Otherwise it parks 100% in BIL (short‑term U.S. T‑bills). Rebalanced daily.
CheckmarkValue prop
Risk-controlled dip strategy: buys SPY on short dips, parks in BIL otherwise. Out-of-sample: max drawdown 13.8% vs SPY 18.8%, Calmar ~0.70, ~9.7% annualized return— steadier, risk-adjusted performance vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.620.630.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
SPY(Price) < SPY SMA(5)
471.94%9.89%0.5%3.56%0.68
Initial Investment
$10,000.00
Final Value
$57,194.48
Regulatory Fees
$992.76
Total Slippage
$6,708.17
Invest in this strategy
OOS Start Date
Nov 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, moving average, tactical rotation, us stocks (spy), t-bills (bil), daily rebalancing
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(Price) < SPY SMA(5)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY(Price) < SPY SMA(5)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY(Price) < SPY SMA(5)" has returned 9.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY(Price) < SPY SMA(5)" is 13.80%. 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(Price) < SPY SMA(5)", 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.