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

About

Daily, it rotates within Materials: go 2x long after sharp selloffs (RSI<20), go −2x short after fast run-ups (RSI>75), otherwise hold the standard sector fund (XLB). Concentrated and uses leverage, so volatility is high.
NutHow it works
What it trades: - XLB: a fund of major U.S. materials companies (chemicals, metals, building materials). - UYM: a 2x “bullish” version of that sector (moves up about twice as much). - SMN: a −2x “bearish” version (goes up when the sector falls). RSI is a 0–100 gauge of how hot/cold recent price moves are. Daily rules: - If XLB’s 10‑day RSI < 20 → buy UYM (bet on rebound). - Else if RSI > 75 → buy SMN (bet on pullback). - Else → hold XLB. Leverage means bigger swings and higher risk.
CheckmarkValue prop
RSI-driven daily Materials rotation using levered long/short bets to capture mean-reversion after extremes. OOS return ~13%/yr, Sharpe ~0.64, max drawdown ~29%. A differentiated, alpha-seeking complement to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.021.070.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
575.13%10.56%-0.78%3.09%0.61
Materials XLB
881.88%12.76%29.85%60.24%0.59
Initial Investment
$10,000.00
Final Value
$98,187.59
Regulatory Fees
$192.45
Total Slippage
$1,085.48
Invest in this strategy
OOS Start Date
Jun 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector tactical, materials, rsi-based, contrarian, leveraged etfs, long/short, daily rebalanced
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SMN
ProShares UltraShort Materials
Stocks
UYM
ProShares Ultra Materials
Stocks
XLB
State Street Materials 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.

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

"Materials XLB" is currently allocated toXLB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Materials XLB" has returned 31.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Materials XLB" is 29.11%. 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 "Materials XLB", 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.