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Symphonies
Optimized Staples and Utilities Colab Signals | Gobi | Eagle 2025-06-19
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, defensive sector rotation. It buys Consumer Staples (XLP) and Utilities (XLU) only when recent trends across stocks, managed futures, defense vs internet, and corporate bonds look favorable; otherwise it sits in SHY (short‑term Treasuries).
NutHow it works
Every day it splits money 75%/25% into two sleeves: Consumer Staples (XLP) and Utilities (XLU). In each sleeve, tests compare recent returns of SPY (S&P 500), KMLM (managed futures), ITA (aerospace/defense), FDN (internet), and LQD (IG bonds). If a test passes, that slice buys XLP or XLU; if not, it parks in SHY (short‑term Treasuries). More passes = more invested; otherwise more SHY.
CheckmarkValue prop
Out-of-sample, this rules-based defensive rotation into staples/utilities with cash ballast trims drawdown and lowers market beta vs the S&P 500, while still capturing upside in risk-on regimes—delivering smoother, risk-managed growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.170.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
97.22%14.71%1.36%5.73%0.89
Optimized Staples and Utilities Colab Signals | Gobi | Eagle 2025-06-19
81.73%12.83%2.37%-1.14%1.75
Initial Investment
$10,000.00
Final Value
$18,172.78
Regulatory Fees
$63.90
Total Slippage
$311.46
Invest in this strategy
OOS Start Date
Jul 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive sector rotation, tactical asset allocation, rules-based, daily rebalancing, momentum, relative strength, risk-on/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.

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

The symphony is currently allocated toSHY, XLPandXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 0.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.58%. 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, crypto, and options.