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Symphonies
FDN vs XLU
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If internet/tech (FDN) shows stronger 200‑day momentum than utilities (XLU), go 100% into a 2× Nasdaq‑100 fund (QLD). Otherwise sit in short‑term T‑bills (BIL). Seeks to ride tech uptrends and sidestep major downturns.
NutHow it works
It compares two groups over ~200 trading days: FDN (internet/tech stocks) and XLU (utilities). A simple “strength” score (RSI) asks: has price mostly risen or fallen? If FDN’s score is higher, the strategy puts 100% into QLD (a 2× Nasdaq‑100 fund). Otherwise it holds BIL (short‑term T‑bills). It switches only when that comparison flips.
CheckmarkValue prop
Systematic risk-on/risk-off strategy: leverages Nasdaq momentum via QLD in growth periods and shifts to BIL Treasuries in weak markets. Out-of-sample Sharpe ~0.63 and Calmar ~0.45 signal a disciplined, diversifying alternative to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.760.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
511.36%10.13%-2.85%-2.42%0.59
FDN vs XLU
11,328.25%28.73%0.27%3.39%1.05
Initial Investment
$10,000.00
Final Value
$1,142,824.62
Regulatory Fees
$1,501.25
Total Slippage
$8,908.69
Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, trend following, tactical asset allocation, sector rotation, risk-on/risk-off, leveraged etfs
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
XLU
State Street Utilities 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.

"FDN vs XLU" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FDN vs XLU" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FDN vs XLU" has returned 11.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FDN vs XLU" is 27.07%. 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 "FDN vs XLU", 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.