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Symphonies
Equities Trend-Following Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own Apple, Microsoft, and Alphabet when each is in an uptrend (recent 50‑day average above 200‑day). Otherwise hold BIL (T‑bills). Equal-weight sleeves, checked daily. Aims to catch big tech rallies and park in cash during downturns.
NutHow it works
Each day the strategy splits money equally into three sleeves: Apple (AAPL), Microsoft (MSFT), and Alphabet/Google (GOOGL). For each, it compares the average price over the last 50 trading days to the last 200. If the recent average is higher (an uptrend), it owns that stock; otherwise that sleeve goes to BIL, an ETF holding very short‑term U.S. Treasury bills (cash‑like). Goal: ride tech uptrends and sit in cash when weak.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.17 vs SPY ~1.15; max drawdown 13.8% vs 14.7%; Calmar ~1.22. Simple, rules-based mega-cap tech strategy with cash overlay—stronger risk-adjusted returns and downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.570.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Equities Trend-Following Strategy
1,558.43%16.4%3.89%15.96%0.91
Initial Investment
$10,000.00
Final Value
$165,843.06
Regulatory Fees
$123.13
Total Slippage
$368.99
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, trend-following, moving average crossover, mega-cap tech, tactical allocation, risk management, cash overlay, 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.

"Equities Trend-Following Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Equities Trend-Following Strategy" is currently allocated toAAPL, MSFTandGOOGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Equities Trend-Following Strategy" has returned 16.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Equities Trend-Following Strategy" is 13.84%. 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 "Equities Trend-Following Strategy", 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.