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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 rotation. Buys the most oversold leader among SPY/QQQ/XLK/SMH in good conditions; shifts to defensive sectors/bonds/cash when risk rises (transports vs staples, Treasuries vs stocks, volatility). Can use KMLM (managed futures) as a diversifier.
NutHow it works
It uses a “hot/cold” score (RSI: 0–100; high=hot, low=cold) to judge momentum and dips. If Tech (XLK) looks stronger than managed‑futures KMLM (a trend‑following diversifier), it buys whichever of SPY/QQQ/XLK/SMH has dipped most (lowest score). If transports lag staples, if Treasuries beat stocks, or if short‑term volatility spikes, it shifts to bonds/defensive sectors/cash (BIL), sometimes via brief leveraged ETFs. If Tech is not stronger, it picks the strongest of T‑Bills, KMLM, small‑caps, or SPY and stays more defensive. Rebalances daily.
CheckmarkValue prop
Dynamic, rules-based sector rotation across equities, bonds, cash, and KMLM futures with risk-on/off guards. Out-of-sample: low beta (~0.68), max drawdown ~7.3%, strong risk-adjusted returns, and high Calmar—often more resilient than the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 22, 2026
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, momentum/rsi, mean‑reversion, risk‑on/off, treasuries vs stocks, managed futures (kmlm), defensive/cash, leveraged/inverse etfs, daily
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 Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
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 toXLUandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Conservative - Sector Rotation" has returned 26.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Conservative - Sector Rotation" is 0.64%. 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.