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Symphonies
EMA 12-26 Crossover Strategy (Public) v3
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based rotation. If markets look overheated, it flips to a volatility spike fund (UVXY). Otherwise, it picks one trend‑qualified candidate (SPXL/TECL/TQQQ/UGL/TMF/EEM/cash) and buys the one that’s least “hot” by RSI.
NutHow it works
First, it checks a “heat gauge” (RSI) on many market/sector funds. If any look extremely hot, it shifts to UVXY, which tends to jump when stocks fall. Otherwise, it tests short‑ vs medium‑term trend (12/26‑day EMAs) and a 50‑day filter across SPY, TLT, GLD, EEM, VXX to form candidates (e.g., SPXL, TECL, TQQQ, UGL, TMF, BIL/SGOV). It buys the one that’s least hot (lowest RSI). Rebalances daily.
CheckmarkValue prop
Out-of-sample, this daily-rotation strategy delivers ~55% annualized return vs ~32% for the S&P, with Calmar ~2.27 and Sharpe ~1.01, plus UVXY hedging in heated markets. Expect higher drawdowns, but the upside is compelling.

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Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend-following + mean-reversion, rsi overbought hedge, leveraged etfs, volatility etps, 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 55.04%. 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.