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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

A barbell: 60% tactical sector rotation with extreme‑signal overrides (hedge with UVXY when markets look too hot; buy oversold sectors when too cold). 40% follows the market trend: ISPY+ECML in uptrends, T‑bills otherwise. Uses leveraged ETFs; high risk.
NutHow it works
60% rotates among US stock sectors. If any sector is “too hot” (RSI>80 = very strong recent rise), it buys UVXY, a volatility/crash hedge. If a sector is “washed out” (RSI<30), it buys the strongest option in that sector (regular ETF or a leveraged bull). If nothing is extreme, one half picks the most active sector, the other half the best 30‑day performer; trend decides regular vs leveraged. 40%: If SPY’s 50‑day avg > 200‑day, hold ISPY (income‑tilted S&P 500) and ECML (value). Else use BIL (T‑bills).
CheckmarkValue prop
Big out-of-sample edge: ~44.8% annualized return vs SPY ~16%, Sharpe ~1.41 vs ~0.89, Calmar ~1.90; max drawdown ~23.5% vs ~18.8%. A dynamic sector-rotation and trend approach with volatility hedges for resilience.

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Invest in this strategy
OOS Start Date
Oct 14, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Sector rotation, trend following, volatility hedge, leveraged etfs, risk-on/risk-off
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.

" 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 toCURE, ISPY, TECLandECML. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, " ISPY ECML+ Sector Rotator" has returned 44.75%. 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, crypto, and options.