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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

A daily, signals-based tilt to defensive sectors (XLP 75%, XLU 25%) with SHY as a cash safety net; uses momentum and return comparisons vs benchmarks to decide when to invest in XLP or XLU and when to stay in cash.
NutHow it works
On a daily basis, the model computes momentum and cumulative-return metrics for XLP and XLU and compares them to benchmarks like SPY and select peers (e.g., KMLM, ITA, FDN, LQD). If the conditions are favorable for XLP, a larger portion of capital is allocated to XLP (about 75%). If favorable for XLU, a smaller portion is allocated to XLU (about 25%). If conditions aren’t met, the allocation shifts toward SHY (short-term Treasuries) as a cash proxy. The process uses multiple lookback windows to gauge short- and medium-term performance and rebalances daily, based on a 30-day planning horizon. The aim is to capitalize on defensive strength while limiting equity exposure when signals indicate weakness.
CheckmarkValue prop
Defensive, signals-driven tilt to XLP/XLU with SHY cash. Out-of-sample, it offers lower drawdowns, near-zero SPY beta, and steadier risk—providing diversification and capital preservation alongside a core S&P 500.
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
93.88%13.52%-1.77%0.2%0.84
Optimized Staples and Utilities Colab Signals | Gobi | Eagle 2025-06-19
89.81%13.06%0.25%4.33%1.81
Initial Investment
$10,000.00
Final Value
$18,980.85
Regulatory Fees
$68.07
Total Slippage
$332.40
Invest in this strategy
OOS Start Date
Jul 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive sector tilt, momentum/relative-strength, tactical asset allocation, etf-based
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 6.93%. 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.