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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

Daily tactical system. If popular stock funds look extremely overbought, switch to UVXY (volatility). Otherwise, use a 12/26‑day trend filter and buy the most “dipped” pick among S&P 500/tech/bonds/gold/EM (often via 2–3× ETFs). High risk.
NutHow it works
Daily: 1) If several stock ETFs look “too hot” (RSI>~79, a 0–100 recent‑move heat score), buy UVXY, a volatility fund that jumps when stocks fall. 2) Else use a 12/26‑day moving‑average trend check on SPY (S&P 500), TLT (long bonds), GLD (gold), EEM (emerging), VXX (volatility). Map passes to trading ETFs (often 2–3×), then pick the one with the lowest short‑term RSI (buy the dip). If tests fail, use T‑bill ETFs BIL/SGOV.
CheckmarkValue prop
Out-of-sample, this strategy yields higher upside: ~44.9% annualized return vs SPY’s ~29.3%, with Calmar ~1.85 and alpha ~0.27. Drawdowns are larger (~24% vs ~14%), but volatility-timing and buy-the-dip signals offer stronger risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.260.350.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
131.71%15.83%-0.15%0.4%0.94
EMA 12-26 Crossover Strategy (Public) v3
75,112.06%218.42%0.61%7.12%2.31
Initial Investment
$10,000.00
Final Value
$7,521,205.86
Regulatory Fees
$31,543.04
Total Slippage
$213,650.86
Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, contrarian, volatility-hedge, leveraged-etfs, tactical-allocation, daily-rebalance, single-position
Tickers in this symphonyThis symphony trades 22 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
SGOV
iShares 0-3 Month Treasury Bond ETF
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

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

Year-to-date, the symphony has returned 49.32%. 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.