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Symphonies
Consumer Staples XLP
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily consumer‑staples strategy that fades extremes: oversold → leveraged long (UGE), overbought → leveraged short (SZK), otherwise hold the staples fund (XLP). All‑in, single‑sector, using a 10‑day momentum gauge (RSI).
NutHow it works
Each day it checks a 10‑day “speedometer” of recent gains vs. losses (RSI) on XLP, a fund of consumer‑staples stocks (think P&G, Coca‑Cola). If very low (<25), buy UGE (2x long XLP) for a bounce. If very high (>75), buy SZK (−2x short XLP) for a pullback. Otherwise hold XLP. 100% in one; recheck daily.
CheckmarkValue prop
Out-of-sample, a mean-reversion, sector-focused strategy in consumer staples: ~10% annualized return, max drawdown ~8.6% vs SPY ~18.8%, Calmar ~1.17, Sharpe ~0.79 vs SPY ~1.03. Lower risk with solid, risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.60.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
578.11%10.59%1.75%5.97%0.61
Consumer Staples XLP
574.92%10.56%-3.79%3.2%0.61
Initial Investment
$10,000.00
Final Value
$67,492.31
Regulatory Fees
$266.42
Total Slippage
$1,468.62
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Consumer staples, rsi mean-reversion, leveraged etfs, long/short, daily tactical, sector strategy
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SZK
ProShares UltraShort Consumer Staples
Stocks
UGE
ProShares Ultra Consumer Staples
Stocks
XLP
State Street Consumer Staples 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.

"Consumer Staples XLP" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Consumer Staples XLP" is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Consumer Staples XLP" has returned 6.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Consumer Staples XLP" is 10.79%. 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 "Consumer Staples XLP", 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.