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Symphonies
V2 250/200 Momentum | Garen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it uses the S&P 500’s trend to switch between offense and defense. In strong uptrends it goes all‑in Nasdaq (QQQ). Otherwise it splits between the two strongest of stocks, long Treasuries, or gold; if trends weaken, it moves to short Treasuries (SHY).
NutHow it works
Each day: 1) If SPY’s 10‑day EMA > 25‑day MA, we’re “risk‑on”; otherwise hold SHY (short‑term Treasuries). 2) If risk‑on and SPY’s 250‑day EMA > 200‑day MA, hold QQQ (Nasdaq‑100) 100%. 3) Else split 50/50 into the top two (by 35‑day RSI—a 0‑100 recent‑strength score) among SPY (S&P 500), QQQ, TLT (long Treasuries), and GLD (gold).
CheckmarkValue prop
Out-of-sample, this rules-based rotation delivers higher risk-adjusted returns than the S&P 500: Sharpe ~1.95 vs ~1.53, Calmar ~2.38, beta ~0.31, and max drawdown ~9.65% vs ~18.76%. It captures upside in bull markets while dramatically reducing downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.220.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
744.04%10.63%0.54%-0.34%0.63
V2 250/200 Momentum | Garen
809.72%11.02%0.06%0.93%1.02
Initial Investment
$10,000.00
Final Value
$90,971.60
Regulatory Fees
$460.88
Total Slippage
$2,817.32
Invest in this strategy
OOS Start Date
Nov 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical asset allocation, etf rotation, risk-on/risk-off, rules-based
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury 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.

"V2 250/200 Momentum | Garen" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 250/200 Momentum | Garen" is currently allocated toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 250/200 Momentum | Garen" has returned 19.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 250/200 Momentum | Garen" is 9.65%. 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 "V2 250/200 Momentum | Garen", 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.