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Symphonies
Super SPY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY when the market’s long‑term trend is up. If not, use QQQ’s short‑term “oversold” reading: go defensive (T‑bills plus a low‑vol mix of staples and gold) unless things are very washed out—then take a contrarian swing in tech (XLK).
NutHow it works
1) If SPY (broad US stocks) is above its 200‑day average price (long‑term trend), hold SPY. 2) Else check QQQ’s 10‑day RSI (quick “oversold” gauge; ≤30 = very sold). If RSI > 30, go defensive: half in BIL (T‑bills) and half in XLP+GLD, tilted toward the calmer one over the last month. If RSI ≤ 30, switch to XLK (tech) for a rebound try.
CheckmarkValue prop
Out-of-sample edge: 31.14% annual return vs 23.98% for SPY; Sharpe 1.60 vs 1.27; max drawdown 11.33% vs 18.76%; Calmar 2.75. Regime-switching trims losses in down markets and captures upside, plus tech rebounds when oversold.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.590.610.78
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Super SPY
1,819.48%17.32%1.36%5.73%1.14
Initial Investment
$10,000.00
Final Value
$191,947.63
Regulatory Fees
$270.61
Total Slippage
$1,762.99
Invest in this strategy
OOS Start Date
Aug 7, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tactical asset allocation, regime switching, rsi filter, moving average, defensive tilt, sector rotation, inverse volatility weighting
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.

"Super SPY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Super SPY" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Super SPY" has returned 31.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Super SPY" is 11.33%. 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 "Super SPY", 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.