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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 the S&P 500 in uptrends. When it’s below trend, hide in T‑bills plus staples and gold—unless tech is extremely oversold, then switch to technology for a bounce. Defensive sleeve tilts to the lower‑vol asset.
NutHow it works
Daily check: If SPY (S&P 500) is above its 200‑day average, own SPY. If not, look at QQQ’s 10‑day RSI (a quick gauge of how stretched prices are). If RSI > 30, go defensive: ~50% BIL (T‑bills) and ~50% split between XLP (consumer staples) and GLD (gold), tilted to the steadier one. If RSI ≤ 30, buy XLK (technology) for a rebound.
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted returns (Sharpe ~1.57 vs 1.27), lower drawdown (11.3% vs 18.8%), and stronger annualized return (~29.5% vs 23.1%), with a defensive core and tech-rebound tilt.
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
532.45%10.35%-0.15%0.4%0.6
Super SPY
1,827.21%17.11%-0.15%0.4%1.13
Initial Investment
$10,000.00
Final Value
$192,720.83
Regulatory Fees
$270.73
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 rotation, defensive, rsi filter, volatility-weighted, us equities, gold, t-bills
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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.

"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 26.17%. 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, and options.