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

About

Daily sector-timing for Consumer Discretionary: uses a 10-day RSI on XLY to hold WANT (3x long) when oversold, SCC (-2x) when extremely overbought, and XLY the rest of the time.
NutHow it works
It focuses on the Consumer Discretionary sector via XLY (big names like Amazon, Tesla, Home Depot, Nike). Each day it scores XLY with RSI, a 0–100 gauge of recent up vs. down days: low = washed out, high = stretched. • If very weak (RSI < 30), it buys WANT, which aims for about 3x the sector’s daily move up or down. • If extremely hot (RSI > 85), it buys SCC, which aims to move about 2x in the opposite direction of the sector each day. • Otherwise, it simply holds XLY. It rechecks and adjusts daily.
CheckmarkValue prop
Out-of-sample edge: ~28% annualized return vs ~19% for the S&P, driven by daily RSI-based sector timing in Consumer Discretionary with 3x long and -2x short bets. Higher upside, but with notably larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.061.410.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.56%15.77%1.36%5.73%0.83
Consumer XLY
444.93%27.42%0.49%1.95%0.87
Initial Investment
$10,000.00
Final Value
$54,492.58
Regulatory Fees
$81.00
Total Slippage
$508.64
Invest in this strategy
OOS Start Date
Jun 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Consumer discretionary, momentum/rsi timing, sector rotation, leveraged etfs, long/short, 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.

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

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

Year-to-date, "Consumer XLY" has returned 28.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Consumer XLY" is 37.83%. 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 XLY", 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.