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

About

Own SPY when the market is in an uptrend (two simple trend tests). If not, buy tech (XLK) only when QQQ is deeply oversold; otherwise sit in SHV (cash-like T‑bills). Rebalanced daily.
NutHow it works
Each day it asks: is the S&P 500 rising? If SPY is above its 85‑day average OR its 8‑day average is above its 200‑day, it owns SPY. If not, it buys tech (XLK) only when the Nasdaq‑100 (QQQ) shows a very low 10‑day RSI (<30), meaning a sharp drop that may rebound. Otherwise it holds SHV (short‑term Treasuries). Tickers: SPY=S&P 500, QQQ=Nasdaq‑100, XLK=Tech sector, SHV=T‑bills.
CheckmarkValue prop
Out-of-sample return 26.34% vs SPY 23.08%, lower drawdowns (8.42% vs 18.76%), Sharpe 1.61 vs 1.37, Calmar 3.13, beta ~0.84. A trend-based, risk-controlled strategy aiming for higher, steadier upside than the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, moving average crossover, rsi oversold, risk-on/risk-off, us equities, technology tilt, treasuries, daily rebalance
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.

"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 26.34%. 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, crypto, and options.