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Symphonies
Conservative - Sector Rotation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based sector rotation that leans into stocks when risk-on signals lead and steps down to Treasuries, T‑Bills, or managed futures (KMLM) when conditions weaken. It often buys the most oversold pick for rebounds and uses safety rules to limit drawdowns.
NutHow it works
Each day it asks: who looks strongest right now? RSI is a short‑term strength meter (how stretched price has moved). If tech leads, it buys a big index/tech fund that’s temporarily oversold and pairs it with a safer bond/defensive pick. If signals turn cautious (bonds beat stocks, volatility spikes), it shifts to Treasuries or T‑Bills. If tech lags, it may choose KMLM (a trend‑following futures fund) or cash instead.
CheckmarkValue prop
Out-of-sample, a daily rules-based sector-rotation that buys leaders and hedges risk. It delivers strong risk-adjusted returns with a low beta (≈0.68), tight drawdowns, and robust Calmar metrics versus the S&P 500—growth with built-in protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.190.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
95.68%13.75%-1.77%0.2%0.85
Conservative - Sector Rotation
418.61%37.15%0.11%2.88%3.27
Initial Investment
$10,000.00
Final Value
$51,860.65
Regulatory Fees
$289.50
Total Slippage
$1,706.66
Invest in this strategy
OOS Start Date
Jan 22, 2026
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, risk management, defensive sectors, bonds, managed futures, leveraged etfs, inverse hedges, daily rebalance
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EVN
Eaton Vance Municipal Income Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
IYT
iShares U.S. Transportation ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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.

"Conservative - Sector Rotation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Conservative - Sector Rotation" is currently allocated toSDPandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Conservative - Sector Rotation" has returned 16.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Conservative - Sector Rotation" is 0.77%. 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 "Conservative - Sector Rotation", 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.