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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

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.
NutHow it works
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.
CheckmarkValue prop
Out-of-sample, this strategy delivers about 30% annualized return vs 21.7% for the S&P, higher Sharpe (~1.81 vs 1.30), and far smaller drawdowns (~8% vs 19%), offering stronger 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
0.120.50.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.19%10.45%-1.77%0.2%0.6
SPY Multiple Moving Averages
2,664.56%18.93%-0.8%2.99%1.35
Initial Investment
$10,000.00
Final Value
$276,455.99
Regulatory Fees
$686.93
Total Slippage
$4,573.48
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
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
TLT
iShares 20+ Year Treasury Bond ETF
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 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 toSHVandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SPY Multiple Moving Averages" has returned 27.48%. 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, and options.