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Symphonies
*Bar Bell Moving Average Crossover
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-rebalanced, trend-driven strategy that tilts between levered and non-levered sector ETFs (Tech and Health Care) only when the broad market is in an uptrend, using 12/26 EMA crossovers to decide between TECL/CURE vs XLK/XLV, with cash when conditions aren’t favorable.
NutHow it works
- Check if the market is in an uptrend by comparing SPY price to its 200-day moving average. If SPY is above, proceed; otherwise hold cash. - For Tech: compare EMA12(XLK) to EMA26(XLK). If EMA12 > EMA26, pick TECL (3x tech bull); else pick XLK. - For Health Care: compare EMA12(XLV) to EMA26(XLV). If EMA12 > EMA26, pick CURE (3x health bull); else pick XLV. - Invest evenly (barbell) in the two selected assets and rebalance daily. - Additional sub-paths may consider QQQ/TQQQ momentum and BSV as hedges under certain conditions, but the core rule is the two-sleeve tilt following the EMA crosses and the SPY trend filter.
CheckmarkValue prop
Out-of-sample Bar Bell Trend strategy delivers superior risk-adjusted gains vs SPY: Sharpe ~1.11, Calmar ~2.21, and ~53% annualized return vs ~16%. Invests only in uptrends (12/26 EMA) in Tech/Health, with cash when SPY fades.

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Invest in this strategy
OOS Start Date
Feb 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Equity strategy, trend following, moving-average crossover, sector rotation, leverage etfs
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLV
State Street Health Care 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.

"*Bar Bell Moving Average Crossover" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"*Bar Bell Moving Average Crossover" is currently allocated toXLKandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "*Bar Bell Moving Average Crossover" has returned 26.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "*Bar Bell Moving Average Crossover" is 24.17%. 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 "*Bar Bell Moving Average Crossover", 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.