Skip to Content
Symphonies
V1 SPY Short Mirror | 12/32 RSI Ribbon
Today’s Change
—

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

About

Own SPY in long uptrends. In downtrends, usually short the S&P via SH, but if conditions look extremely stretched (via a “hot/cold” RSI gauge on SH), briefly flip long SPY—or 2× long (SSO) at the most extreme—otherwise hide in SHY rarely.
NutHow it works
Plain-English rules: - Trend check: If the S&P 500 fund (SPY) is above its 220-day average, hold SPY. - If below, look at SH’s 10-day RSI (a 0–100 “hot/cold” gauge; higher = more stretched). If RSI >70, flip long SPY; if >75, use 2× long SSO. Otherwise hold SH (short the S&P). - Rare fallback: compare SH’s 12- vs 32-day RSI; if weaker, hold SH; else hold SHY (1–3yr US Treasuries). Tickers: SPY=S&P 500; SH=inverse SPY; SSO=2× SPY; SHY=short-term Treasuries.
CheckmarkValue prop
Adaptive, rule-based strategy that aims to reduce drawdowns by hedging with SH in down markets and selectively buying SPY or 2x SPY on extreme oversold rebounds, offering smarter risk-adjusted upside versus SPY with a modest alpha edge.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.090.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
641.87%10.75%-1.73%-4.49%0.62
V1 SPY Short Mirror | 12/32 RSI Ribbon
1,240.46%14.14%2.51%-0.37%0.72
Initial Investment
$10,000.00
Final Value
$134,046.14
Regulatory Fees
$319.98
Total Slippage
$1,973.83
Invest in this strategy
OOS Start Date
Nov 15, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, rsi momentum, tactical asset allocation, s&p 500, inverse etf, leveraged etf, treasuries
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SH
ProShares Short S&P500
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

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 SPY Short Mirror | 12/32 RSI Ribbon" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 SPY Short Mirror | 12/32 RSI Ribbon" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 SPY Short Mirror | 12/32 RSI Ribbon" has returned 13.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 SPY Short Mirror | 12/32 RSI Ribbon" is 18.94%. 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 SPY Short Mirror | 12/32 RSI Ribbon", 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.