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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

A daily, one-position market timer that mostly holds SPY. In downtrends it buys XLK if the Nasdaq looks washed-out; otherwise it hedges with SH or PSQ (inverse funds). Uses a 200-day trend line and simple 0–100 momentum scores (RSI).
NutHow it works
Daily, it aims to stay in SPY (the S&P 500). Two quick checks can green-light SPY. If not, and SPY is above its 200-day average, stay in SPY. If SPY is below that and the Nasdaq (QQQ) looks washed-out (RSI, a 0–100 momentum score, under 30), buy XLK (tech). Otherwise buy an inverse fund that rises when stocks fall: SH (S&P 500) or PSQ (Nasdaq). IEF/BSV are Treasury bond funds used only as signals. Exposures: broad US stocks, tech, or inverse S&P/Nasdaq.
CheckmarkValue prop
Rule-based market timer that stays in SPY, adds XLK on Nasdaq dips, or hedges with inverse ETFs. Out-of-sample Calmar ~0.93 and beta ~0.96 offer disciplined risk management and downside protection vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.790.660.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
580.34%10.65%6.16%5.09%0.61
Use SPY to Beat SPY | DereckN
1,777.62%16.75%8.99%7.9%0.9
Initial Investment
$10,000.00
Final Value
$187,762.34
Regulatory Fees
$171.07
Total Slippage
$1,131.23
Invest in this strategy
OOS Start Date
Jul 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, rsi, 200-day moving average, inverse etfs, us equities, technology sector, market timing, daily rebalance
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 18.10%. 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.