Skip to Content
Symphonies
Testfolio Simmable Tickers Frontrunner
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily on/off switch: stay in SPY (S&P 500) unless short‑term “overheated” readings appear in SPY/QQQ/VOX/XLK/XLP/XLF; then park in BIL (T‑bills). Goal: dodge pullbacks after sharp run‑ups, accepting possible whipsaws and missed upside.
NutHow it works
Each day it checks a short‑term “heat” score (RSI = how fast price has risen over ~10 days) on: SPY (S&P 500), QQQ (big tech), VOX (communications), XLK (technology), XLP (consumer staples), XLF (financials). If any look very hot (RSI around 79–80; 75 for staples), it moves 100% into BIL (1–3 month U.S. T‑bills). If none are hot, it stays 100% in SPY. It rechecks daily and switches as needed.
CheckmarkValue prop
Rule-based guard: stay in SPY, switch to BIL on overheating. Out-of-sample Calmar 2.39 and Sharpe ~1.34 deliver solid risk-adjusted returns with drawdowns near SPY (~12.46%), offering protection with modest upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.970.970.98
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Testfolio Simmable Tickers Frontrunner
878.08%13.12%1.36%4.3%0.73
Initial Investment
$10,000.00
Final Value
$97,808.25
Regulatory Fees
$309.96
Total Slippage
$2,108.91
Invest in this strategy
OOS Start Date
Mar 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, rsi filter, us equities, defensive, momentum, risk management
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.

"Testfolio Simmable Tickers Frontrunner" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Testfolio Simmable Tickers Frontrunner" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Testfolio Simmable Tickers Frontrunner" has returned 29.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Testfolio Simmable Tickers Frontrunner" is 12.46%. 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 "Testfolio Simmable Tickers Frontrunner", 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.