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Symphonies
NOVA | SPDR Sectors | Candidate: Quality Pop Bots - 5% threshold edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical SPDR sector strategy. If the market looks overheated, shift to T‑bills and a volatility hedge (UVXY). Otherwise, buy oversold or trending sectors confirmed by bond signals, hold up to 6 equally, and rebalance only when weights drift >5%.
NutHow it works
RSI: a 0–100 gauge of recent buying vs selling (<30 sold off, >70 hot). 1) If the S&P 500 looks hot (10‑day RSI of SPXL, a 3× S&P fund, >75), hold 50% UVXY (volatility hedge) and 50% BIL (T‑bills). 2) Else scan the 11 SPDR sector ETFs (e.g., XLK=tech, XLE=energy, XLF=banks). Buy a sector if RSI<30 or if it’s trending (RSI60>50) with supportive bond signals (using BND/IEF/TLT). Hold up to 6 with the best recent drawdown, equal‑weight. Rebalance when drift >5%.
CheckmarkValue prop
Out-of-sample, this tactical sector approach trims risk: max drawdown 11.95% vs SPY 18.76%, Calmar ~0.68, and 8.17% annualized return. Lower risk, steadier gains, and a complementary sleeve to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.40.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
155.53%13.44%-2.85%-2.42%0.74
NOVA | SPDR Sectors | Candidate: Quality Pop Bots - 5% threshold edition
270.07%19.23%-1.29%0.3%1.33
Initial Investment
$10,000.00
Final Value
$37,007.06
Regulatory Fees
$261.61
Total Slippage
$1,642.21
Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical sector rotation, rsi, momentum, mean reversion, bond filter, volatility hedge, risk management, spdr sectors
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLB
State Street Materials Select Sector SPDR ETF
Stocks
XLC
State Street Communication Services Select Sector SPDR ETF
Stocks
XLE
State Street Energy Select Sector SPDR 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLV, XLF, XLB, XLI, XLYandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.95%. 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 the symphony, 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.