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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

A 3-signal SPY trend strategy that shifts among SPY, long Treasuries, tech, or T‑bills based on SPY’s trend and extreme “heat/cold” readings from QQQ’s RSI.
NutHow it works
SPY=S&P 500 (US stocks). QQQ=Nasdaq‑100 (tech‑heavy), used as a heat meter (RSI, a 0–100 hot/cold score). TLT=long US Treasuries. XLK=tech stocks. SHV=short‑term Treasuries (cash‑like). It splits money into 3 equal slices. Each checks a different SPY trend (short/med/long). If uptrend: buy SPY, unless QQQ is very hot (RSI>80) → TLT. If downtrend: hold SHV, unless QQQ is washed‑out (RSI<30) → XLK. Rebalances only when weights drift ~2%.
CheckmarkValue prop
Out-of-sample, this 3-signal trend strategy targets ~30% annualized returns vs SPY's ~21.7%, with drawdown ~8% vs ~18.8%, and stronger risk metrics (Sharpe ~1.81, Calmar ~3.78, beta ~0.81)—more upside, less risk than the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 16, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Trend-following, tactical allocation, multi-timeframe, us stocks, treasuries, tech tilt, cash-like
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 28.46%. 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.