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Symphonies
All Sector Front Runner (OB & OS))
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical switches: overheated (~RSI 80+) ⇒ buy volatility (VIXY). Washed out (~RSI 30−) ⇒ buy that index/sector’s 2–3x bull ETF for a rebound. Otherwise sit in T‑Bills (BIL). Uses SPY/QQQ/DIA and all 11 US sectors; one position at a time.
NutHow it works
Each day it checks a 10‑day “heat meter” (RSI, 0–100) on: SPY=S&P 500, QQQ=Nasdaq‑100, DIA=Dow; sectors XLE energy, XLF financials, XLY discretionary, XLK tech, XLB materials, XLI industrials, XLV healthcare, XLP staples, XLC communications, XLU utilities, XLRE real estate. If any read ~80+, buy VIXY (volatility) to play a pullback. If none are hot but one is ~30−, buy that index/sector’s 2–3x bull ETF (e.g., UPRO for SPY, TQQQ for QQQ). Else hold BIL (T‑Bills). First match wins; one holding at a time.
CheckmarkValue prop
Out-of-sample edge: ~21.18% annualized return vs SPY's ~18.88%, with volatility hedges and 2x-3x bull plays on oversold signals. Higher upside potential; note higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.231.150.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.56%15.77%1.36%5.73%0.83
All Sector Front Runner (OB & OS))
388.6%25.45%-8.79%16.13%0.72
Initial Investment
$10,000.00
Final Value
$48,859.82
Regulatory Fees
$253.16
Total Slippage
$1,575.91
Invest in this strategy
OOS Start Date
Sep 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, rsi mean reversion, sector rotation, volatility hedge, leveraged etfs, daily rebalanced
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.

"All Sector Front Runner (OB & OS))" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"All Sector Front Runner (OB & OS))" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All Sector Front Runner (OB & OS))" has returned 21.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All Sector Front Runner (OB & OS))" is 31.60%. 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 "All Sector Front Runner (OB & OS))", 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.