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Symphonies
SPY Short Term and Long Term Trend Following | 3 Switches
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 3‑switch trend strategy that toggles between SPY (stocks) and SHY (short Treasuries). Each “yes” signal puts one‑third into SPY; otherwise it parks in SHY. Signals: SPY vs 85‑day average, 8‑ vs 200‑day trend, and TIP vs SHV momentum.
NutHow it works
SPY = big US stocks; SHY = short‑term US Treasury bonds; TIP = inflation‑protected Treasuries; SHV = T‑bills. We split your money into 3 equal slices. Each slice asks a trend question. If “yes,” that slice buys SPY; if “no,” it holds SHY. Questions: (1) Is SPY above its 85‑day average? (2) Is SPY’s short‑term (8‑day) trend stronger than its long‑term (200‑day)? (3) Are TIP beating SHV over ~60 days? We only rebalance when weights drift ~5%.
CheckmarkValue prop
Out-of-sample, this 3-switch trend strategy delivers superior risk-adjusted results vs SPY: Sharpe about 1.47 vs 1.22, Calmar about 1.88, and drawdowns about 8.5% vs 18.8%. It captures rallies with less downside risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.40.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
577.63%10.74%2.19%5.01%0.61
SPY Short Term and Long Term Trend Following | 3 Switches
636.4%11.24%1.49%3.99%1.04
Initial Investment
$10,000.00
Final Value
$73,640.18
Regulatory Fees
$136.18
Total Slippage
$901.04
Invest in this strategy
OOS Start Date
Jan 28, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend following, tactical asset allocation, s&p 500, treasuries, moving averages, momentum, risk management
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TIP
iShares TIPS Bond 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSHYandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.47%. 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 the symphony, 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.