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Symphonies
EMA 12-26 Crossover Strategy (Public) v2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If stocks look overheated, it jumps into UVXY (a volatility spike play). Otherwise it buys the “coldest” of stocks, bonds, gold, EM, or volatility, but only if its 12/26 EMA trend is up—using leveraged funds; else it parks in T‑bills. Daily, high risk.
NutHow it works
Daily: 1) If a 10‑day “heat gauge” (RSI) on several stock/sector funds is very high (>75–80), it buys UVXY (jumps when volatility rises). 2) Else, among SPY (US stocks), TLT (long Treasuries), GLD (gold), EEM (emerging), VXX (volatility), it picks the one with the lowest 8‑day RSI. If its short‑term trend (12 over 26‑day EMA) is up and price is above its average, it buys a bull fund (e.g., SPXL/UGL/TMF); otherwise BIL (T‑bills). Rebalances daily. High risk (uses leveraged/volatility ETFs).
CheckmarkValue prop
Out-of-sample, this strategy targets ~63% annualized return vs ~32% for the S&P, with strong risk-adjusted metrics (Calmar 2.59) and volatility hedges that aim to protect downside while chasing upside.
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) v2
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 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following,tactical rotation,rsi overbought hedge,leveraged etfs,volatility etfs,daily rebalanced,multi-asset
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 62.77%. 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.