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Symphonies
63d XLK vs 63d XLU | 2007-05-30
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tech‑vs‑utilities rotation with safety valves: extreme overbought → T‑bills; sharp dip → buy tech; otherwise own the stronger of tech or utilities; if the market trend is down, short QQQ via PSQ.
NutHow it works
Each day the strategy checks simple signals: 1) If QQQ (Nasdaq‑100) or SPY (S&P 500) are extremely hot on a 10‑day RSI (>79/>80) → hold BIL (T‑bills/cash). 2) Else if QQQ is very weak (10‑day RSI <30) → buy XLK (tech). 3) Else if XLK’s 63‑day strength beats XLU (utilities) → buy XLK. 4) Else if SPY is above its 200‑day average → buy XLU; otherwise buy PSQ (inverse QQQ).
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk control: max drawdown 14.7% vs 18.8%, beta ~0.48, Calmar ~0.87 and Sharpe ~0.69. It diversifies risk with tech/defensive tilts plus cash safety valves, targeting steadier, scalable returns.

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Invest in this strategy
OOS Start Date
Jul 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, momentum (rsi), trend filter (200-day), risk-on/off, defensive, inverse etf, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR 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.

"63d XLK vs 63d XLU | 2007-05-30" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"63d XLK vs 63d XLU | 2007-05-30" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "63d XLK vs 63d XLU | 2007-05-30" has returned 11.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "63d XLK vs 63d XLU | 2007-05-30" is 14.67%. 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 "63d XLK vs 63d XLU | 2007-05-30", 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.