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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 sector strategy that buys select SPDR sectors on dips or when trends look healthy and bonds confirm. If the market looks overheated, it shifts to cash and a volatility hedge. It holds up to six sectors equally and rebalances with a 5% band.
NutHow it works
- If the S&P 500 looks extremely “hot,” the strategy goes half cash-like (BIL) and half volatility hedge (UVXY). - Otherwise it scans 11 SPDR sector funds. It buys a sector if it’s on a sharp dip, or if its trend looks okay and the bond market is supportive; else it parks in BIL. - It keeps the 6 best-looking sectors, equal-weighted. - Trades only when signals change or weights drift ~5%.
CheckmarkValue prop
Out-of-sample edge: drawdown ~12% vs ~19% SPY, with ~8.17% annualized return vs ~18.23% SPY—providing stronger downside protection, steadier volatility, and diversified sector hedging instead of pure market beta.
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
158.81%13.62%-1.77%0.2%0.75
NOVA | SPDR Sectors | Candidate: Quality Pop Bots - 5% threshold edition
273.05%19.33%-0.48%1.48%1.34
Initial Investment
$10,000.00
Final Value
$37,304.68
Regulatory Fees
$261.94
Total Slippage
$1,645.05
Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical sector rotation, momentum + dip-buying, bond-confirmation, risk-managed, volatility hedge
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 toXLB, XLIandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.63%. 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.