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Symphonies
Global Equities Momentum Approximation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own the stronger of US or non‑US stocks when US stocks have outpaced cash over the past year; otherwise sit in T‑bills. Simple monthly switch among SPY, VEU, and BIL to pursue gains and cut big drawdowns.
NutHow it works
Each month, check the past 12 months’ total return. If US stocks (SPY = S&P 500) beat cash (BIL = 1–3 mo T‑bills), own stocks; otherwise hold BIL. When owning stocks, pick the stronger: SPY (US) or VEU (stocks outside the US). One fund at a time.
CheckmarkValue prop
Out-of-sample GEM-style rotation: monthly US/ex-US equity choice with a cash sleeve. Strong risk control (Calmar ~1.31) and drawdowns near SPY, delivering steadier risk‑adjusted returns with disciplined, rules-based exposure vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.560.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
577.41%11.55%1.36%5.73%0.65
Global Equities Momentum Approximation
298.71%8.23%1.85%6.08%0.6
Initial Investment
$10,000.00
Final Value
$39,870.67
Regulatory Fees
$17.76
Total Slippage
$119.16
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Monthly
Type
Stocks
Category
Momentum, trend following, tactical asset allocation, global equities, etf rotation, defensive, rules-based
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.

"Global Equities Momentum Approximation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Global Equities Momentum Approximation" is currently allocated toVEU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Global Equities Momentum Approximation" has returned 19.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Global Equities Momentum Approximation" is 14.71%. 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 "Global Equities Momentum Approximation", 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.