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

About

Two independent trend checks decide whether to own U.S. stocks (SPY) or sit in short‑term Treasuries (SHY). Each check controls half the money, so you end up 0%, 50%, or 100% in SPY depending on market trend.
NutHow it works
Your money is split into two equal “voters.” Each voter asks: Is the S&P 500 (SPY) in an uptrend? - Voter 1: Is today’s SPY price above its average price over the last ~85 trading days? If yes, buy SPY; if not, hold SHY (short‑term U.S. Treasuries). - Voter 2: Is a fast 8‑day average (weights recent days more) above a slow 200‑day average? If yes, buy SPY; if not, hold SHY. Both yes = 100% SPY; one yes = 50% SPY; none = 100% SHY.
CheckmarkValue prop
Out-of-sample, this dual-trend strategy delivers higher risk-adjusted returns (Sharpe ~1.49 vs 1.22), far lower drawdown (~8.4% vs 18.8%), and much lower beta (~0.48), offering upside with far less risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.350.380.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,107.98%11.13%-1.77%0.2%0.65
SPY Short Term and Long Term Trend Following
722.25%9.34%-1.42%-0.42%0.89
Initial Investment
$10,000.00
Final Value
$82,224.67
Regulatory Fees
$132.87
Total Slippage
$882.67
Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend following, tactical allocation, moving-average crossover, us large-cap equities, short-term treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 14.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.42%. 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, and options.