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Symphonies
Hedged Sector Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily‑rebalanced, high‑risk mix: 60% rotates into one stock sector using an RSI “too hot/too cold” test and hedges with VIX when overheated; 40% runs bond/volatility momentum plus tactical inverse or cash fallbacks. Uses leveraged ETFs.
NutHow it works
60%: Owns one U.S. stock sector at a time. It uses RSI, a 0–100 speedometer of recent price changes: >80 = overheated, <30 = washed‑out. Overheated → buy a volatility hedge (UVXY/VIXY). Washed‑out → buy that sector, often with a leveraged ETF (e.g., TECL). If no clear signal, it picks the strongest trend. 40%: Bond/volatility sleeves (TMF/TMV/TLT/BND; SVXY, VIXY/UVXY), plus occasional inverse stock funds (PSQ/SH) or cash‑like ETFs (SHV/BSV). Daily rebalance; high risk.
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.16 vs 1.18, Calmar 4.36; annualized return 82.95% vs SPY 21.25%. Sector-rotation with vol/bond hedges delivers stronger risk-adjusted growth, with ~19% max drawdown vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.781.040.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
145.67%15.27%0.54%-0.34%0.8
Hedged Sector Rotator
26,414.47%141.62%4.57%7.38%2.49
Initial Investment
$10,000.00
Final Value
$2,651,446.95
Regulatory Fees
$9,296.66
Total Slippage
$58,911.37
Invest in this strategy
OOS Start Date
Aug 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation,momentum,trend following,volatility hedging,leveraged etfs,inverse etfs,treasuries,tactical allocation,daily rebalance
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
LTL
ProShares Ultra Communication Services
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.

"Hedged Sector Rotator " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hedged Sector Rotator " is currently allocated toERX, TECL, BTAL, SHVandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hedged Sector Rotator " has returned 78.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hedged Sector Rotator " is 19.03%. 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 "Hedged Sector Rotator ", 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.