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Symphonies
Testfolio Simmable Tickers Frontrunner
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between SPY and BIL. If a 10‑day RSI shows SPY or key sectors/QQQ are “too hot” (~>79–80; 75 for staples), it steps to T‑bills; otherwise it holds SPY. Goal: sidestep short-term pullbacks.
NutHow it works
Daily, it holds SPY (S&P 500) unless a short‑term heat gauge called RSI (scores 0–100 from the last ~10 days) says things are extremely hot. If RSI tops set levels for SPY (80) or for QQQ (79), VOX (79), XLK (79), XLP (75), or XLF (80), it parks in BIL (T‑bills). No “too hot” signal? Stay in SPY. Why these: SPY=market; QQQ/XLK=big tech; VOX=Alphabet/Meta; XLP=staples; XLF=banks.
CheckmarkValue prop
Out-of-sample Sharpe ~1.29 and Calmar ~2.09 deliver near-SPY upside (26% annualized) with disciplined risk control: exits to cash when overheated leadership emerges, limiting drawdown (~12.46%) while preserving most gains vs 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
519.21%10.2%-1.77%0.2%0.59
Testfolio Simmable Tickers Frontrunner
873.28%12.89%-1.77%1.44%0.72
Initial Investment
$10,000.00
Final Value
$97,327.59
Regulatory Fees
$327.35
Total Slippage
$2,227.70
Invest in this strategy
OOS Start Date
Mar 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, rsi filter, equity-to-cash switch, daily rebalance, risk management
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VOX
Vanguard Communication Services ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
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.

"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 19.70%. 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, and options.