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Symphonies
ISPY ECML+ Sector Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

60% tactically rotates among S&P sectors using “too hot/too cold” signals and can flip into a volatility hedge; 40% follows the S&P 500 trend, holding income/value stocks in uptrends or T‑bills in downtrends.
NutHow it works
- 60% split into two “sector” slots. They scan 11 S&P sectors. If any looks too hot (RSI>80), buy UVXY (often jumps when markets drop). If one looks washed out (RSI<30), buy that sector—choosing the regular or 3x fund with the stronger trend (it may also pick SVXY if falling volatility helps). If no extremes: slot 1 picks the most active sector; slot 2 the best 30‑day sector. - 40% core: If the S&P 500 is in an uptrend (50d>200d avg), split ISPY (income) and ECML (value); else hold BIL (T‑bills).
CheckmarkValue prop
Out-of-sample edge: ~46%/yr return, Sharpe ~1.46, Calmar ~1.96—stronger risk-adjusted performance than SPY (~16% return, Sharpe ~0.91) from a 60/40 sector-rotation and volatility-hedged approach.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.391.280.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
49.93%20.35%-0.15%0.4%1.24
ISPY ECML+ Sector Rotator
266.12%81.04%4.64%7.37%2.14
Initial Investment
$10,000.00
Final Value
$36,612.22
Regulatory Fees
$74.42
Total Slippage
$465.84
Invest in this strategy
OOS Start Date
Oct 14, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Sector rotation, volatility hedging, trend following, leveraged etfs, market timing, t-bills/cash management
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ECML
Euclidean Fundamental Value ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
ISPY
ProShares S&P 500 High Income ETF
Stocks
LTL
ProShares Ultra Communication Services
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.

" ISPY ECML+ Sector Rotator" is currently performing the same as yesterday today. Performance updates in real time during market hours.

" ISPY ECML+ Sector Rotator" is currently allocated toISPY, ERX, TECLandECML. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, " ISPY ECML+ Sector Rotator" has returned 42.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for " ISPY ECML+ Sector Rotator" is 23.54%. 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 " ISPY ECML+ Sector Rotator", 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.