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Symphonies
250/200 Momentum | Garen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend rule: if the S&P 500’s short‑term average is above its medium‑term average, hold QQQ (Nasdaq‑100). Otherwise park in SHY (short‑term US Treasuries). Fast, risk-on/risk-off toggle.
NutHow it works
Each day, compare SPY (S&P 500 ETF) 10‑day EMA with its 25‑day SMA. A moving average is the average of recent prices; EMA gives more weight to recent days. If the short‑term average is above the medium‑term one (an uptrend), own QQQ (Nasdaq‑100). Otherwise hold SHY (1–3yr US Treasuries). Recheck daily and switch as needed.
CheckmarkValue prop
Adaptive daily trend strategy with superior out-of-sample risk-adjusted performance vs the S&P 500: Sharpe ~1.64, Calmar ~1.70, and lower drawdown (14.3% vs 18.8%), delivering near-identical returns with stronger downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.380.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,145.56%11.36%2.19%5.01%0.66
250/200 Momentum | Garen
1,011.45%10.82%1.69%0.87%0.79
Initial Investment
$10,000.00
Final Value
$111,145.29
Regulatory Fees
$211.69
Total Slippage
$1,409.26
Invest in this strategy
OOS Start Date
Nov 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend following, momentum, tactical asset allocation, risk-on/risk-off, us equities, treasuries
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
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.

"250/200 Momentum | Garen" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"250/200 Momentum | Garen" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "250/200 Momentum | Garen" has returned 24.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "250/200 Momentum | Garen" is 14.29%. 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 "250/200 Momentum | Garen", 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, crypto, and options.