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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 switch: if the S&P 500 (SPY) is in a short‑term uptrend, own QQQ (big tech). Otherwise, hold SHY (short‑term Treasuries). Aims to ride bull moves and sidestep drawdowns.
NutHow it works
Each day it checks SPY (an ETF for the S&P 500). If SPY’s 10‑day average price is above its 25‑day average, it puts 100% into QQQ (an ETF of the Nasdaq‑100, heavy in big U.S. tech). If not, it moves 100% into SHY (an ETF of 1–3 year U.S. Treasury bonds). SPY is the trend gauge; QQQ seeks upside in uptrends; SHY is the defensive spot.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.67 vs ~1.53; Calmar ~1.74; drawdown ~14.3% vs ~18.8%. Return ~24.85% vs ~25.71%. Lower beta, disciplined risk: ride tech uptrends via QQQ and protect in downturns with SHY.

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Invest in this strategy
OOS Start Date
Nov 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,tactical allocation,market timing,u.s. equities,nasdaq-100,short-term treasuries,risk-on/risk-off
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
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.

"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 toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "250/200 Momentum | Garen" has returned 20.40%. 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, and options.