Skip to Content
Symphonies
zoop beats SPY (easily) [Longer Backtest]
Today’s Change
—

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

About

Buys leveraged S&P 500 on sharp dips, buys a volatility fund after big run-ups, and otherwise sits mostly in the more oversold of consumer‑staples or bonds, using a simple 10‑day RSI gauge with daily rebalancing.
NutHow it works
Each day it reads a 0–100 “heat meter” (10‑day RSI) on SPY. If it’s very cold (<28), buy UPRO (leveraged S&P 500) to ride a rebound. If it’s very hot (>80), buy UVXY (short‑term volatility) expecting a pullback. Otherwise, put ~98% in whichever is more beaten‑down: XLP (consumer‑staples stocks) or VBF (a bond fund), leaving a small cash buffer. Exposures: US stocks (leveraged), volatility, consumer‑staples, and bonds. Rebalanced daily.
CheckmarkValue prop
Offers diversification to SPY with ultra-low beta (~0.03) and modest out-of-sample risk-adjusted returns (Calmar ~0.13, Sharpe ~0.13). Not meant to beat SPY in rallies, but to reduce drawdowns and smooth volatility across regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.60.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
zoop beats SPY (easily) [Longer Backtest]
17,867.73%43.46%-0.62%0.2%1.65
Initial Investment
$10,000.00
Final Value
$1,796,772.53
Regulatory Fees
$10,027.90
Total Slippage
$60,629.76
Invest in this strategy
OOS Start Date
Jul 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, mean reversion, volatility hedging, leveraged etfs, sector rotation, defensive tilt, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples 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.

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

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

Year-to-date, the symphony has returned 0.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.07%. 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.