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Symphonies
SPY Multiple Moving Averages
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Three equal sleeves watch SPY’s trend with different moving averages. In uptrends it holds SPY unless Nasdaq looks overheated (then moves to long Treasuries). In downtrends it parks in short Treasuries unless Nasdaq is washed out (then buys tech).
NutHow it works
The portfolio has 3 equal sleeves. Each asks: is SPY above a different moving average (an average of recent prices)? If yes, hold SPY—unless QQQ’s 10‑day RSI (a hot/cold meter) is very hot, then hold TLT. If no, hold SHV—unless QQQ’s RSI is very cold, then buy XLK. SPY=S&P 500; QQQ=Nasdaq‑100; TLT=long US Treasuries; XLK=Tech; SHV=short‑term Treasuries.
CheckmarkValue prop
Out-of-sample: ~31% annualized return vs ~22% S&P, lower drawdown (~8% vs ~19%), Sharpe ~1.83 vs ~1.30, Calmar ~3.92. A 3-sleeve trend system that pivots to Treasuries in heat and buys tech on dips for steadier growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.50.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.75%10.71%1.36%5.73%0.61
SPY Multiple Moving Averages
2,636.11%19.16%0.51%6.1%1.36
Initial Investment
$10,000.00
Final Value
$273,611.34
Regulatory Fees
$668.19
Total Slippage
$4,444.31
Invest in this strategy
OOS Start Date
Dec 16, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, trend following, mean-reversion overlay, us equities, technology tilt, treasuries, cash management
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 Multiple Moving Averages" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SPY Multiple Moving Averages" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY Multiple Moving Averages" has returned 31.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SPY Multiple Moving Averages" is 7.95%. 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 Multiple Moving Averages", 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.