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Symphonies
SPY 8d EMA/200d SMA | Current/85d SMA
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own SPY when two separate trend checks say the S&P 500 is rising. Otherwise sit in SHV (cash‑like Treasuries), unless tech is extremely oversold—in which case rotate to XLK. The two checks are blended 50/50 and rebalanced daily.
NutHow it works
Every day, the portfolio is split into two equal parts. For each half: if the S&P 500 fund (SPY) is in an uptrend (price above its 85‑day average, or its 8‑day average above its 200‑day average), hold SPY. If not, hold SHV (cash‑like Treasuries) unless tech looks washed out: if QQQ’s 10‑day RSI—a 0–100 “heat” gauge where under 30 means very oversold—is <30, buy XLK (tech).
CheckmarkValue prop
Out-of-sample return 25.6% vs 22.6% for the S&P; Sharpe 1.60 vs 1.37; max drawdown 8.4% vs 18.8%; Calmar 3.04; beta 0.84. A dual-trend system with an oversold-tech rule delivers more upside with lower risk 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
581.72%10.56%0.54%-0.34%0.61
SPY 8d EMA/200d SMA | Current/85d SMA
1,771.65%16.56%1.2%0.29%1.16
Initial Investment
$10,000.00
Final Value
$187,165.22
Regulatory Fees
$348.51
Total Slippage
$2,223.70
Invest in this strategy
OOS Start Date
Sep 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, moving averages, rsi oversold, equities, treasuries, sector rotation, 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 24.03%. 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.