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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

A simple daily trend switch: when the broad US market shows short‑term strength (SPY’s 10‑day EMA > 25‑day SMA), own QQQ (big tech). Otherwise, park in SHY (short‑term Treasuries). Seeks upside in uptrends and capital defense in downtrends.
NutHow it works
Each day it checks the S&P 500 fund (SPY). If SPY’s 10‑day exponential average price is above its 25‑day simple average, it treats the market as an uptrend and buys QQQ (Nasdaq‑100: big tech like AAPL, MSFT, AMZN, GOOG, TSLA). Otherwise it holds SHY (1–3yr US Treasuries). Repeats daily. SPY is used as a broad‑market trend filter to time QQQ.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than SPY: Sharpe ~1.67 vs ~1.53, lower drawdowns (~14% vs ~19%), and positive alpha by riding QQQ in uptrends and SHY in downturns.

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Invest in this strategy
OOS Start Date
Nov 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, moving-average crossover, tactical allocation, etf rotation, market timing, long-only
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 20.80%. 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.