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Symphonies
Use SPY to Beat SPY | DereckN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY most of the time. If the S&P 500 is weak (below its 200‑day average), buy Tech on deep dips or short the S&P/Nasdaq—whichever is falling faster. Uses RSI as a “speedometer” of recent moves. Rebalanced daily.
NutHow it works
Aims to beat SPY (S&P 500) with daily rules. Two quick checks compare the pep of bond funds (measured by RSI—a speedometer of recent up vs down days) to SPY; if they pass, it just owns SPY. Otherwise use trend: if SPY is above its 200‑day average, own SPY. If below, either buy XLK (Tech) when QQQ (Nasdaq‑100) is washed out (RSI<30), or short the weaker index by choosing SH (short S&P) or PSQ (short Nasdaq).
CheckmarkValue prop
Out-of-sample: ~17.5% annualized return, ~15% vol, beta ~0.96, max drawdown ~18.8%, Calmar ~0.93. Follows SPY in up markets, hedges in dips with a tech tilt—delivering steadier, risk-aware upside vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.790.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
550.91%10.46%0.54%-0.34%0.6
Use SPY to Beat SPY | DereckN
1,649.71%16.42%0.54%-0.35%0.89
Initial Investment
$10,000.00
Final Value
$174,971.38
Regulatory Fees
$150.72
Total Slippage
$996.72
Invest in this strategy
OOS Start Date
Jul 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Us equities, tactical, trend/momentum (rsi & 200dma), inverse etfs, sector rotation, daily rebal
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology 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.

"Use SPY to Beat SPY | DereckN" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Use SPY to Beat SPY | DereckN" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Use SPY to Beat SPY | DereckN" has returned 15.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Use SPY to Beat SPY | DereckN" is 18.76%. 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 "Use SPY to Beat SPY | DereckN", 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.