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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, tactical bet on US financials. Default holds XLF. When XLF’s 10‑day momentum is extremely weak (RSI<25) it goes aggressive long via FAS (3x). When extremely hot (RSI>88) it flips to FAZ (3x inverse). Otherwise stays in XLF.
NutHow it works
Each day it checks a 10‑day RSI (a 0–100 gauge of how fast price moved) on XLF, a fund of big US financial companies. If RSI<25 (very washed‑out), buy FAS (3x bull on financials). If RSI>88 (very stretched), buy FAZ (3x bear). Otherwise hold XLF. Always 100% invested. Risk: 3x funds are very volatile and path‑dependent; sector is concentrated.
CheckmarkValue prop
Out-of-sample, this tactical financials strategy delivers ~33% annualized return vs ~18% for the S&P 500, higher risk-adjusted Sharpe (~1.24 vs ~1.03), and lower max drawdown (~14% vs ~19%), with a strong Calmar (~2.34).
1M
3M
6M
YTD
1Y
3Y
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
915.12%14.32%-1.77%0.2%0.82
Financials XLF
984.28%14.75%-5.15%-9.05%0.58
Initial Investment
$10,000.00
Final Value
$108,428.16
Regulatory Fees
$92.66
Total Slippage
$542.78
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Us financials, mean reversion, rsi, leveraged etfs, tactical sector, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
XLF
State Street Financial 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.

"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 25.02%. 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, and options.