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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

Equal-weight trend-following in Apple, Microsoft, and Alphabet. Own each stock only when its 50‑day average is above its 200‑day; otherwise park that slice in BIL (T‑bill ETF). Daily checks aim to ride uptrends and cut downside.
NutHow it works
Split the portfolio into three equal buckets: Apple, Microsoft, and Alphabet (Google). For each bucket, if the stock’s short-term average price (~50 trading days) is above its long-term average (~200), own the stock; otherwise hold BIL, a very short‑term U.S. T‑bill ETF (cash‑like). Checks daily and rebalances. Focus: mega‑cap US tech/communication for liquidity and leadership; you may hold 0–3 stocks, with the rest in T‑bills.
CheckmarkValue prop
Out-of-sample trend strategy for mega-cap tech with cash ballast. OOS: beta ~0.44, max drawdown 13.8% vs SPY 14.7%, Calmar ~1.08, Sharpe ~1.05. Delivers downside protection and steadier risk-adjusted returns, a prudent complement to 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
592.97%10.71%1.36%13.5%0.61
Equities Trend-Following Strategy
1,660.48%16.27%-2.22%13.45%0.9
Initial Investment
$10,000.00
Final Value
$176,048.37
Regulatory Fees
$160.07
Total Slippage
$396.90
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, trend-following, moving average, us large-cap tech, tactical allocation, risk-on/risk-off, daily rebalance, cash/t-bills
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
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.

"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 toBIL, AAPLandGOOGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Equities Trend-Following Strategy" has returned 14.92%. 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, and options.