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

About

Daily switch among XLF, FAS, and FAZ using XLF’s 10‑day RSI: buy 3x bull (FAS) when very weak, 3x bear (FAZ) when very hot, otherwise hold XLF. Seeks short‑term reversals in U.S. financials; leveraged legs are high risk.
NutHow it works
Each day it checks a 10‑day RSI on XLF, a fund of big U.S. financial stocks. RSI is a 0–100 “heat meter” of recent moves: low = very weak, high = very hot. If RSI<25 (oversold) it buys FAS (a 3x up bet on financials). If RSI>88 (overbought) it buys FAZ (a 3x down bet). Otherwise it holds XLF.
CheckmarkValue prop
RSI-driven daily rotation among XLF, FAS, FAZ targets short-term mean reversion in U.S. financials. Out-of-sample: ~37.6% annualized return vs SPY ~18.3%; max drawdown ~14.1%; Sharpe ~1.34 vs ~1.02. Higher upside with better risk-adjusted profile than the S&P 500.
1M
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6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.031.440.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
932.57%14.68%1.36%5.73%0.83
Financials XLF
1,071.09%15.53%2.37%-0.41%0.6
Initial Investment
$10,000.00
Final Value
$117,109.46
Regulatory Fees
$85.64
Total Slippage
$500.02
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Financials sector, rsi, mean reversion, leveraged etfs, daily rotation, tactical
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.

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

"Financials XLF" is currently allocated toXLF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Financials XLF" has returned 37.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Financials XLF" is 14.12%. 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 "Financials XLF", 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.