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Symphonies
200d MA SPY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY when it’s above its long‑term average; otherwise switch to Berkshire Hathaway. A simple trend-following toggle aiming to join market uptrends and avoid prolonged downturns without moving to cash or bonds.
NutHow it works
Each day it asks: is SPY (an S&P 500 fund) trending up? It checks if SPY’s recent price (about the last month) is above its average price over ~200 trading days (about 10 months). If yes, put 100% in SPY. If not, put 100% in Berkshire Hathaway Class A (Warren Buffett’s company).
CheckmarkValue prop
Out-of-sample edge: strong risk-adjusted return (Sharpe ~2.35; Calmar ~5.36) with ~5% max drawdown. Rotates 100% between SPY in uptrends and BRK/A in downtrends—simple, transparent, no cash drag vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.420.420.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,243.23%10.52%-7.68%-7.76%0.62
200d MA SPY
1,207.46%8.5%-5.26%-5.35%0.73
Initial Investment
$10,000.00
Final Value
$130,745.65
Regulatory Fees
$118.77
Total Slippage
$800.95
Invest in this strategy
OOS Start Date
Apr 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Us equities, trend following, 200-day moving average, tactical rotation, spy, berkshire hathaway
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BRK/A
Berkshire Hathaway Inc.
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.

"200d MA SPY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"200d MA SPY" holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "200d MA SPY" has returned 13.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "200d MA SPY" is 6.50%. 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 "200d MA SPY", 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.