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Symphonies
Stock Market Basic Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based switcher among SPY, QQQ, SHY, and PSQ. Own SPY+QQQ when the market’s in a long-term uptrend; otherwise buy dips in SPY/QQQ or rotate to Treasuries or short tech (PSQ) when conditions point defensive.
NutHow it works
- If SPY above 200-day avg (long-term uptrend), split 50/50 in SPY (S&P 500) and QQQ (Nasdaq-100). A moving avg is the typical price over N days. - Else, try buy-the-dip: if QQQ 10-day RSI<30 buy QQQ; else if SPY 14-day RSI<30 buy SPY. RSI is a 0–100 “heat gauge”; <30 = washed-out. - Else, if QQQ below 20-day avg, hold the stronger of SHY (1–3y Treasuries) or PSQ (inverse QQQ). - Else, if PSQ RSI<30 buy PSQ; otherwise buy QQQ.
CheckmarkValue prop
Out-of-sample edge: 25.6% annualized return vs 24.4% for the S&P 500, Calmar 1.30, beta ~0.75, Sharpe ~1.32. More upside with disciplined risk controls and a rule-based blend of trend-following and dip-buying.

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Invest in this strategy
OOS Start Date
Sep 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend filter, rsi dip-buying, us equities (spy, qqq), treasuries (shy), inverse hedge (psq)
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.

"Stock Market Basic Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Stock Market Basic Strategy" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Stock Market Basic Strategy" has returned 25.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Stock Market Basic Strategy" is 19.68%. 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 "Stock Market Basic Strategy", 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.