Skip to Content
Symphonies
Frontrunner: XLI
Today’s Change
—

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

About

Uses Industrials (XLI) to gauge market extremes. It buys long‑volatility ETFs after hot rallies, buys 3x equity bulls after sharp drops, and otherwise sits in T‑bills. High risk, concentrated bets, rebalanced daily.
NutHow it works
Each day it checks XLI (Industrials ETF) as a market thermometer. RSI is a 0–100 score of how “hot” or “cold” recent moves are. - If XLI is very hot (RSI>78), buy UVIX/UVXY (ETFs that jump when markets drop). - If very cold (RSI<26), buy the day’s bigger loser of DUSL (3x Industrials) or SOXL (3x Semis) for a rebound. - If today was a big up day (>+4%), buy the day’s bigger loser of UVXY or SOXL. - If a big down day (<−6%), buy DUSL. - Otherwise hold BIL (T‑bills).
CheckmarkValue prop
Out-of-sample, this strategy delivers ~80.7% annualized return with Sharpe ~1.28, Calmar ~14.6, and max drawdown ~5.5% (beta ~1.09). It outperforms the S&P on risk-adjusted upside with far smaller downturn losses.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.370.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
54.12%11.59%-1.77%0.2%0.71
Frontrunner: XLI
207.86%32.99%0.27%0.86%1.01
Initial Investment
$10,000.00
Final Value
$30,785.88
Regulatory Fees
$7.05
Total Slippage
$42.26
Invest in this strategy
OOS Start Date
Oct 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalanced, mean reversion, long volatility, leveraged etfs, risk-on/risk-off, sector signals
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DUSL
Direxion Daily Industrials Bull 3X ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
UVIX
2x Long VIX Futures ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLI
State Street Industrial 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.

"Frontrunner: XLI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frontrunner: XLI" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frontrunner: XLI" has returned 71.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: XLI" is 5.52%. 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 "Frontrunner: XLI", 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.