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Symphonies
Using 14d SPY RSI to Rotate Into Large Cap Growth or Large Cap Value
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly switch between SPHQ (quality) and PWV (value) based on whether SPY (mega‑cap growth‑tilted) or RSP (equal‑weighted, value‑tilted) shows stronger 14‑day momentum (RSI). Seeks to follow market leadership with a smoother ride and smaller drawdowns.
NutHow it works
Once a month it checks which U.S. stock basket has been “hotter” over the last 14 days using RSI, a 0–100 gauge of recent price strength: SPY (S&P 500, heavy in mega‑cap growth) or RSP (S&P 500, equal‑weight, more value‑tilted). If SPY’s RSI is higher, it buys SPHQ (high‑quality large caps). Otherwise it buys PWV (large‑cap value). Hold for a month, then repeat.
CheckmarkValue prop
Out-of-sample tests show this RSI-based monthly rotation between SPHQ quality and PWV value delivering higher risk-adjusted returns and smaller drawdowns vs the S&P 500, by riding leadership shifts with smoother, disciplined monthly rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.910.840.92
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
686.78%10.75%-0.15%0.4%0.63
Using 14d SPY RSI to Rotate Into Large Cap Growth or Large Cap Value
600.41%10.11%1.73%7.56%0.6
Initial Investment
$10,000.00
Final Value
$70,040.96
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, momentum, factor rotation, large-cap, monthly rebalance, rsi-based
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 16.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.19%. 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.