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Symphonies
Retirement - Sector Reversion & Beta Flipping (Quarterly)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly, contrarian sector strategy: buy the recent laggards (US and global sectors plus Treasuries), add diversifiers (gold, managed futures), use a small leveraged sleeve that flips between defense and offense, and tilt extra toward what’s coldest.
NutHow it works
Rebalanced quarterly: - ~36%: buys the 3 sector/Treasury funds that fell most over the past 10–20 days (from US and global sector lists). - ~18%: diversifiers—gold and two managed‑futures funds that follow trends in commodities, currencies, and bonds. - ~34%: growth/defense—3x S&P 500 plus a “beta‑flip” that buys 15‑day losers among Treasuries/anti‑beta or leveraged tech/health. - ~12%: extra tilt to the coldest sector sleeve.
CheckmarkValue prop
Diversified quarterly contrarian strategy: sector mean-reversion, gold and managed futures, plus a beta-flipping levered sleeve. Out-of-sample Calmar ~1.38 with ~30.65% annual return (vs SPY ~33.9%), offering crisis hedging and diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-01.180.880.94
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
83.3%18.6%1.36%5.73%1.06
Retirement - Sector Reversion & Beta Flipping (Quarterly)
96.41%20.93%1.27%4.74%0.98
Initial Investment
$10,000.00
Final Value
$19,641.41
Regulatory Fees
$2.79
Total Slippage
$18.60
Invest in this strategy
OOS Start Date
Mar 12, 2025
Trading Setting
Quarterly
Type
Stocks
Category
Mean reversion, sector rotation, global sectors, treasuries, managed futures, gold, leveraged etfs, beta flipping, quarterly rebalance
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 toUPRO, IEF, ZROZ, CTA, IXP, BTAL, KXI, EDV, IXG, GLDandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.21%. 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.