Skip to Content
Symphonies
Using 14d SPY RSI to Rotate Into Large Cap Growth or Large Cap Value
Today’s Change
—

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

About

Each month, it checks which S&P 500 version is stronger over the last 14 days (SPY vs RSP). If mega‑caps lead, it holds SPHQ (quality/growth tilt). If not, it holds PWV (value tilt). Aims to follow the style that’s currently in charge.
NutHow it works
Once a month, compare a 14‑day “strength score” (RSI: a 2‑week gauge of whether prices have lately risen more than fallen) for two S&P 500 versions: SPY (mega‑cap‑tilted) and RSP (equal‑weighted). If SPY’s score is higher, hold SPHQ (quality‑tilted large U.S. stocks). Otherwise hold PWV (large U.S. value). Recheck next month.
CheckmarkValue prop
Monthly rotation between SPHQ (quality) and PWV (value) via SPY/RSP leadership. Out-of-sample results show stronger risk-adjusted returns and smaller drawdowns than the S&P 500, with a simple, single-ETF tilt.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
00.910.840.92
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
670.31%10.61%-1.77%0.2%0.62
Using 14d SPY RSI to Rotate Into Large Cap Growth or Large Cap Value
583.56%9.96%-1.11%4.86%0.59
Initial Investment
$10,000.00
Final Value
$68,355.96
Regulatory Fees
$73.75
Total Slippage
$432.45
Invest in this strategy
OOS Start Date
Feb 6, 2026
Trading Setting
Monthly
Type
Stocks
Category
Us equities, factor rotation, growth vs value, momentum signal, monthly rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
PWV
Invesco Large Cap Value ETF
Stocks
RSP
Invesco S&P 500 Equal Weight ETF
Stocks
SPHQ
Invesco S&P 500 Quality ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toPWV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -11.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.62%. 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 the symphony, 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.