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Symphonies
Energy XLE
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, energy‑focused strategy. It reads a 10‑day “speedometer” on XLE: if extremely weak, buy 2× bull ERX; if overheated, buy inverse DUG; otherwise hold XLE. Single‑sector, with leveraged ETFs, so swings can be large.
NutHow it works
Each day it checks a 0–100 “speedometer” of recent moves on XLE (10‑day RSI). XLE is a fund of big U.S. oil & gas stocks (Exxon, Chevron, etc.). If the score <15 (very washed out), it buys ERX (targets 2× daily energy gains). If >75 (very hot), it buys DUG (goes up when energy falls). Otherwise it holds XLE. Leveraged funds add volatility.
CheckmarkValue prop
Energy-cycle strategy adds energy exposure with lower market beta (~0.76). In out-of-sample tests it delivers solid risk-adjusted performance (Calmar ~0.78, Sharpe ~0.70) and ~18.8% drawdown, offering diversification and energy-driven upside versus the S&P.

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Invest in this strategy
OOS Start Date
Jun 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy sector, tactical, momentum/rsi, mean reversion, leveraged etfs, inverse etfs, daily rebalancing, long/short
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.

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

"Energy XLE" is currently allocated toXLE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Energy XLE" has returned 14.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Energy XLE" is 18.79%. 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 "Energy XLE", 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.