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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 rotation: 75% focuses on Consumer Staples (XLP) and 25% on Utilities (XLU). It buys them only when recent patterns vs SPY, KMLM, LQD, ITA, FDN look favorable; otherwise it holds short-term Treasuries (SHY). Daily rebalance.
NutHow it works
Assets: XLP=Consumer Staples stocks; XLU=Utilities; SHY=short-term US Treasuries; SPY=S&P 500; KMLM=managed-futures; LQD=investment-grade corporate bonds; ITA=Aerospace & Defense; FDN=Internet tech. It puts 75% in an XLP module and 25% in an XLU module. Each runs several rules that compare recent total return or average daily return over N days across those ETFs. If a rule is favorable, that slice buys XLP/XLU; otherwise it parks in SHY. Rebalanced daily.
CheckmarkValue prop
Defensive, rules-based sleeves in XLP/XLU offer near-zero beta and lower drawdown versus SPY, providing ballast and diversification. In out-of-sample tests, risk-adjusted results stay positive in volatility, though long-run returns may be modest.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.160.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.02%14.08%-0.15%0.4%0.86
Optimized Staples and Utilities Colab Signals | Gobi | Eagle 2025-06-19
89.94%13.17%2.28%4.52%1.82
Initial Investment
$10,000.00
Final Value
$18,993.85
Regulatory Fees
$67.83
Total Slippage
$331.84
Invest in this strategy
OOS Start Date
Jul 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, defensive sector rotation, momentum/relative strength, rules-based, etfs, daily rebalance, risk-on/off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
ITA
iShares U.S. Aerospace & Defense ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities 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 toSHYandXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.40%. 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, and options.