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Symphonies
[JH] Modified / Simple MA SPY / BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple daily trend switch: if SPY is above its 200‑day average, hold 3× Nasdaq (TQQQ) for aggressive growth; otherwise sit in T‑bills (BIL). Aims to ride bull markets and avoid deep bears, but can whipsaw and is very volatile.
NutHow it works
Each day, check if the S&P 500 fund (SPY) is in an uptrend: is its price above its 200‑day average? If yes, go “risk on” and put 100% into TQQQ, a fund that tries to move about 3× the Nasdaq‑100 (heavy in Apple, Microsoft, Nvidia, etc.). If not, go “risk off” and hold BIL, a short‑term Treasury bill fund. It switches fully between the two.
CheckmarkValue prop
Higher long-run upside than SPY: OOS annualized return ~23.7% vs SPY ~18.1%, via a simple, rules-based up-trend switch to TQQQ and risk-off to BIL. Expect more volatility and larger drawdowns in down markets, but clear upside during rallies.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.161.650.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
739.88%14.2%0.54%-0.34%0.86
[JH] Modified / Simple MA SPY / BIL
12,208.77%35.01%4.53%-11.17%0.89
Initial Investment
$10,000.00
Final Value
$1,230,877.08
Regulatory Fees
$718.50
Total Slippage
$3,508.69
Invest in this strategy
OOS Start Date
Feb 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, nasdaq 100, t-bills, risk-on/risk-off
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"[JH] Modified / Simple MA SPY / BIL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[JH] Modified / Simple MA SPY / BIL" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[JH] Modified / Simple MA SPY / BIL" has returned 7.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[JH] Modified / Simple MA SPY / BIL" is 36.35%. 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 "[JH] Modified / Simple MA SPY / BIL", 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.