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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 tactical system: when markets look overheated, flip to a volatility spike hedge (UVXY). Otherwise, buy the most beaten‑down theme and go leveraged only if short-term trends agree; else sit in T‑bills or a defensive position.
NutHow it works
Each day: - If many stock/sector funds look “too hot” on a short-term strength gauge (RSI near 80), switch to UVXY, which jumps when market volatility spikes. - Otherwise, pick one theme (US stocks, Treasuries, gold, emerging stocks, or VIX) that looks most “oversold,” then use 12/26‑day moving-average and 50/200‑day trend checks to choose a leveraged long, cash-like T‑bills, or a defensive fund.
CheckmarkValue prop
Out-of-sample, this strategy targets roughly 67% annualized return vs ~33% for the S&P 500, with a Calmar around 2.8. It hedges volatility spikes and rotates into beaten-down themes using trend confirmation, aiming for higher upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.210.610.050.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
180.01%15.74%1.36%5.73%0.83
EMA 12-26 Crossover Strategy (Public) v1
328,797.19%215.74%1.28%-1.22%2.28
Initial Investment
$10,000.00
Final Value
$32,889,719.08
Regulatory Fees
$130,321.48
Total Slippage
$916,477.51
Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, mean-reversion, volatility hedge, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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

Year-to-date, the symphony has returned 67.45%. 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, crypto, and options.