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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

A simple trend-following portfolio that flips between SPY (stocks) and SHY (short-term Treasuries). Two equal rules check medium- and long-term trends. Both bullish: 100% SPY; one bullish: 50% SPY; none: 100% SHY.
NutHow it works
Your money is split into two equal parts. - Part 1: Own SPY (big US stocks) when today’s price is above its average price over ~4 months (85 days). Otherwise hold SHY (short‑term US Treasury bonds). - Part 2: Own SPY when a very short‑term average (8 days) is above a long‑term average (200 days). Otherwise hold SHY. Combine both parts: 0%, 50%, or 100% in SPY.
CheckmarkValue prop
Trend-following blend reduces drawdowns and lifts risk-adjusted returns. OOS Sharpe ~1.50 vs SPY ~1.22; max drawdown 8.4% vs 18.8%; Calmar ~2.12; ~17.8% annualized (SPY ~21%). Smoother ride with upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.350.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,128.71%11.35%1.36%5.73%0.66
SPY Short Term and Long Term Trend Following
741.66%9.56%0.89%5.24%0.91
Initial Investment
$10,000.00
Final Value
$84,165.56
Regulatory Fees
$126.77
Total Slippage
$841.04
Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tactical asset allocation, moving-average crossover, us equities and treasuries, long/flat, risk management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.80%. 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, crypto, and options.