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Symphonies
Test Momentum 2-19-26
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own a diversified, non‑mega‑cap stock basket when the S&P 500 is trending up; otherwise sit in short‑term T‑bills. Inside the basket, steadier stocks get larger weights and bouncier ones smaller. Rebalanced daily.
NutHow it works
Each day, it checks if SPY (the S&P 500 fund) is above its 200‑day average price (typical price over ~10 months). If yes, it buys a preset basket of stocks across energy, utilities, healthcare, staples, and industrials. Calmer names get bigger slices (based on last ~50 days); choppier ones get smaller. If SPY is below that trend, it parks in BIL (1–3 month T‑bills). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy guards capital in down markets via BIL and captures upside in uptrends with a diversified, lower-vol basket and inverse-vol sizing—delivering stronger risk-adjusted returns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.340.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
46.63%19.09%-1.77%0.2%1.17
Test Momentum 2-19-26
78.37%30.24%-1.58%11.84%2.03
Initial Investment
$10,000.00
Final Value
$17,837.03
Regulatory Fees
$12.06
Total Slippage
$28.75
Invest in this strategy
OOS Start Date
Feb 19, 2026
Trading Setting
Daily
Type
Stocks
Category
Equities, trend-following, risk-on/risk-off, inverse-vol weighting, daily rebalance, defensive tilt
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
ABVX
Abivax SA American Depositary Shares
Stocks
ATI
ATI Inc.
Stocks
ATO
Atmos Energy Corporation
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CCEP
Coca-Cola Europacific Partners plc Ordinary Shares
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
EIX
Edison International
Stocks
EOG
EOG Resources, Inc.
Stocks
GPN
Global Payments, Inc.
Stocks
GRMN
Garmin Ltd
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.

"Test Momentum 2-19-26" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Test Momentum 2-19-26" is currently allocated toGPN, EIX, RL, COKE, NRG, SPXC, ZBH, UHS, ATO, WAB, WES, IFF, CCEP, THC, ATI, NVS, ABVX, GRMNandEOG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test Momentum 2-19-26" has returned -33.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Test Momentum 2-19-26" is 6.09%. 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 "Test Momentum 2-19-26", 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.