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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, it scans big US indexes and sectors. If prices look overheated, it buys VIXY (a fear trade). If they look washed out, it buys a matching 2x/3x bull ETF to play a bounce. If nothing stands out, it sits in T‑bills (BIL). High risk, high turnover.
NutHow it works
Each day it checks a 10‑day “too hot/too cold” gauge (RSI) on SPY(S&P 500), QQQ(Nasdaq‑100), DIA(Dow) and sector funds: energy(XLE), banks(XLF), discretionary(XLY), tech(XLK), materials(XLB), industrials(XLI), health(XLV), staples(XLP), comms(XLC), utilities(XLU), real estate(XLRE). If any are very hot, it buys VIXY (benefits when fear jumps). If none are hot but one is very cold, it buys that area’s 2x/3x bull fund (UPRO, TQQQ, ERX, FAS, TECL, etc.). Else it holds BIL (T‑bills).
CheckmarkValue prop
Out-of-sample: ~21% annualized return vs ~18% for SPY, with modest alpha. But ~32% max drawdown and Sharpe ~0.66 vs SPY ~1.04. For risk-tolerant investors seeking potential SPY outperformance via daily sector/volatility rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.221.130.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
179.69%15.28%-0.15%0.4%0.82
All Sector Front Runner (OB & OS))
385.46%24.41%0.74%-0.6%0.71
Initial Investment
$10,000.00
Final Value
$48,546.05
Regulatory Fees
$265.55
Total Slippage
$1,653.14
Invest in this strategy
OOS Start Date
Sep 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Us sectors, rsi mean‑reversion, volatility hedge (vix), leveraged etfs, daily tactical rotation
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
Stocks
PILL
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"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 16.95%. 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, and options.