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Symphonies
EMA 12-26 Crossover Strategy (Public) v1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it hedges with UVXY when stocks look overheated; otherwise it picks one play (S&P 500, tech, gold, emerging markets, long Treasuries, cash) using simple moving‑average trends. Uses leveraged/volatility funds, so risk is high.
NutHow it works
Rebalances daily. 1) If several stock funds look “too hot” on a 10‑day heat gauge (RSI ≈75–80 on a 0–100 scale), it buys a volatility fund (UVXY) that tends to jump when stocks fall. 2) Otherwise it ranks five markets by how “cold” they look, picks one, then uses simple moving‑average checks (short vs long; 50/200‑day) to choose: S&P 500 (SPXL), tech (TECL), gold (UGL), long Treasuries (TMF), emerging markets (EEM), cash‑like T‑bills (BIL), or volatility (VXX).
CheckmarkValue prop
Out-of-sample, this strategy posts ~55% annualized return, Calmar 2.27 and Sharpe ~1.01, vs the S&P 500's ~30% return. It hedges with UVXY during heat and rotates to the coldest macro driver, delivering higher upside with disciplined risk control.

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Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, volatility hedge, tactical rotation, leveraged etfs, daily rebalance, multi-asset
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 56.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.23%. 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 the symphony, 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.