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Symphonies
V1 Simple SPY Reddit Rebalancer
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When the S&P 500 looks strong, it leans in: 70% to 2× S&P 500 and 30% to a rotating defensive mix. When it doesn’t, it moves fully into that defensive mix, which picks recent winners among bonds, gold, commodities, and defensive stock sectors.
NutHow it works
It flips between “aggressive” and “defensive” based on how the S&P 500 (SPY) has done recently. If stocks look healthy: 70% goes to SSO (a 2× S&P 500 fund) and 30% to a defensive pool. If not: 100% goes to the defensive pool. The defensive pool buys the recent top performers (over ~7, ~5, and ~2 months) from gold (GLD), commodities (PDBC), US Treasuries (SHY/IEF/TLT), energy (XLE), health care (XLV), staples (XLP), short long-bonds (TBF), and a global income fund (EXG), then splits money evenly.
CheckmarkValue prop
Out-of-sample, this strategy yields ~24.97% annualized return vs SPY ~21.38%, higher Sharpe (~1.46 vs 1.35), a lower drawdown (~13.40% vs 18.76%), and a modest beta (~0.77) through a risk-on/risk-off, momentum-driven mix.

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Invest in this strategy
OOS Start Date
Jan 31, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, momentum/trend, risk-on/risk-off, leveraged equity, multi-asset rotation, defensive sectors/bonds
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
EXG
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLE
State Street Energy 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.

"V1 Simple SPY Reddit Rebalancer" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 Simple SPY Reddit Rebalancer" is currently allocated toXLV, XLE, SSO, GLD, PDBCandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 Simple SPY Reddit Rebalancer" has returned 22.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 Simple SPY Reddit Rebalancer" is 13.40%. 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 "V1 Simple SPY Reddit Rebalancer", 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.