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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 rules blend trend and mean‑reversion. If stocks look overheated by RSI, shift to UVXY (volatility). Otherwise, test trends in stocks/tech/treasuries/gold/emerging/volatility, then hold the most short‑term oversold candidate; cash is a fallback.
NutHow it works
Each day it first asks: are key stock funds “too hot” by RSI (a 0–100 speedometer of recent gains; >~80 = overheated)? If yes, it buys UVXY, which jumps when market volatility spikes. If not, five modules test trends (12 vs 26‑day EMAs plus 50/200‑day filters) across stocks/tech/treasuries/gold/emerging/vol. Each nominates one fund (or cash). It then holds the single nominee that’s most short‑term “oversold” (lowest RSI). Cash (BIL) is used when checks fail.
CheckmarkValue prop
Out-of-sample annualized return ~54.9% vs SPY ~30%; Calmar ~2.27 signals strong risk-adjusted upside; a volatility hedge and daily cross-asset rotation target consistent outperformance vs the S&P 500, despite higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.190.570.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
181.14%15.25%-0.15%0.4%0.82
EMA 12-26 Crossover Strategy (Public) v1
352,180.84%206.97%0.6%7.11%2.22
Initial Investment
$10,000.00
Final Value
$35,228,084.35
Regulatory Fees
$143,501.17
Total Slippage
$1,010,415.05
Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean-reversion, volatility-hedge, multi-asset rotation, leveraged etfs, daily rebalancing
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 Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 58.43%. 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.