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Symphonies
Top SPY Stocks 200dMA
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own 10 mega-caps when they’re in long-term uptrends (above the 200‑day average); otherwise hold SPY for that slice. Rebalanced daily. Targets the index’s largest drivers; tech-heavy tilt; always fully invested in U.S. large caps.
NutHow it works
Each day your money is split into 10 equal slices. For each slice we check if a big S&P 500 stock is above its 200‑day average (its average price over ~9 months; above it usually signals an uptrend). If yes, that slice holds the stock. If not, it holds SPY (the S&P 500 fund). We do this for AAPL, MSFT, NVDA, AMZN, META, GOOGL, BRK.B (signal uses BRK.A), AVGO, LLY, and JPM.
CheckmarkValue prop
Out-of-sample edge: 27.5% annualized return vs 16.6% SPY; Sharpe ~1.22 vs ~0.91; Calmar ~1.27—strong, risk-adjusted growth with a tech mega-cap tilt and full US large-cap exposure.

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Invest in this strategy
OOS Start Date
Oct 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mega-cap equities, 200-day moving average, rules-based, tactical allocation, s&p 500, daily rebalance, u.s. large caps
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.

"Top SPY Stocks 200dMA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Top SPY Stocks 200dMA" is currently allocated toGOOGL, AVGO, NVDA, SPY, LLY, AAPL, BRK/B, AMZN, JPMandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Top SPY Stocks 200dMA" has returned 27.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Top SPY Stocks 200dMA" is 21.59%. 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 "Top SPY Stocks 200dMA", 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.