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Symphonies
Frontrunner: XLI
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily contrarian strategy using XLI (Industrials) as a thermometer. At extremes it buys volatility (UVIX/UVXY) or the most beaten‑down leveraged equity fund (DUSL/SOXL); otherwise it sits in T‑bills (BIL).
NutHow it works
RSI is a gauge of how stretched recent price moves are. The strategy watches XLI (Industrials ETF) daily. If XLI is extremely hot (RSI high), buy UVIX (benefits when fear spikes). If extremely cold (RSI low), buy whichever fell more, DUSL or SOXL. After a huge up day, buy the laggard of UVXY or SOXL. After a huge down day, buy DUSL. Otherwise sit in BIL. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P 500 on risk-adjusted return: OOS Sharpe ~1.35 vs ~0.93, Calmar ~17, max drawdown ~5.5% vs ~18.8% for SPY. Higher alpha and strong downside protection.

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Invest in this strategy
OOS Start Date
Oct 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, contrarian, mean‑reversion, volatility, leveraged etfs, sector signal (industrials), daily rebalance, risk-on/risk-off
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.

"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 93.84%. 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, crypto, and options.