SPY Multiple Moving Averages
Today’s Change (Aug 23, 2026)
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About
Tactical mix of SPY (S&P 500), TLT (long Treasuries), SHV (cash‑like), and sometimes XLK (Tech). Three SPY trend checks drive risk‑on/off. QQQ’s RSI (a short‑term “hot/cold” gauge) fine‑tunes entries: >80 shifts to TLT; <30 allows a Tech bounce.
Runs 3 simple trend checks on SPY using moving averages (averages of recent prices): price>85‑day; 10‑day EMA>25‑day; 8‑day EMA>200‑day. For each check:
- Uptrend: hold SPY, unless QQQ’s RSI>80 (very “hot”); then use TLT.
- Downtrend: hold SHV (cash‑like), unless QQQ’s RSI<30 (“washed out”); then use XLK.
The portfolio is the average of the 3 picks.
Out-of-sample, this strategy beats SPY on risk-adjusted return: Sharpe 1.70 vs 1.31, annualized return 27% vs 21%, and max drawdown ~8% vs ~19%. Adaptive hedges and three signals deliver stronger upside with smaller drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.12 | 0.5 | 0.53 | 0.73 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 670.26% | 10.99% | 2.33% | 3.36% | 0.63 | |
| 2,948% | 19.07% | 2.74% | 2.91% | 1.36 |
Initial Investment
$10,000.00
Final Value
$304,800.08Regulatory Fees
$615.74
Total Slippage
$5,360.37
Invest in this strategy
OOS Start Date
Dec 16, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-signal, us equities, treasuries, momentum/mean-reversion
Tickers in this symphonyThis symphony trades 5 assets in total