Skip to Content
Symphonies
SPY 8d EMA/200d SMA | Current/85d SMA
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Two SPY trend tests drive risk: both up = 100% SPY; one up = 50% SPY; both down = XLK only if QQQ is extremely oversold (RSI<30), else SHV (T‑bills). Daily rebalanced. Exposure toggles among broad U.S. stocks, Tech on selloffs, or cash‑like bonds.
NutHow it works
Each day it runs two trend checks on SPY (the S&P 500 fund): 1) Is SPY above its 85‑day average price? 2) Is its 8‑day fast average above its 200‑day long‑term average? If both say up: hold SPY. If one says up: hold 50% SPY. If both say down: if QQQ (Nasdaq‑100) has a 10‑day RSI below 30 (a 0–100 gauge; <30 = very oversold), buy XLK (Tech). Otherwise park in SHV (short‑term Treasuries). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: annualized return 25.62% vs 22.57%; max drawdown 8.42% vs 18.76%; Sharpe 1.59 vs 1.37; Calmar 3.04; beta ~0.84. A risk-managed trend-rotation strategy aiming for higher upside with less downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.520.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.49%10.75%6.16%5.09%0.62
SPY 8d EMA/200d SMA | Current/85d SMA
1,851.49%16.7%5.02%5.51%1.17
Initial Investment
$10,000.00
Final Value
$195,148.76
Regulatory Fees
$367.76
Total Slippage
$2,354.11
Invest in this strategy
OOS Start Date
Sep 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend following, tactical asset allocation, us equities, tech rotation, risk-off to treasuries, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"SPY 8d EMA/200d SMA | Current/85d SMA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY 8d EMA/200d SMA | Current/85d SMA" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY 8d EMA/200d SMA | Current/85d SMA" has returned 24.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY 8d EMA/200d SMA | Current/85d SMA" is 8.42%. 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 "SPY 8d EMA/200d SMA | Current/85d SMA", 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.