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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, diversified strategy that buys recent laggards across stock sectors and Treasuries, adds diversifiers (managed futures, gold), and uses a leverage sleeve (3x S&P plus a “beta flip” between defensive and high‑beta bets). Focus: mean reversion with ballast.
NutHow it works
- Four sleeves: 1) Sector Reversion (~36%): Every quarter, pick the 3 worst recent performers among stock sectors (US and global) plus Treasuries, then split money equally among them (a bet they bounce). 2) Diversifiers (~18%): Equal mix of managed futures (CTA, KMLM) and gold (GLD). 3) Leverage (~34%): Half in 3x S&P 500 (UPRO). Half in a “beta flip” that, each quarter, buys the 2 worst of: anti‑beta (BTAL), long Treasuries (ZROZ), ~2x Tech, ~2x Health. 4) Dynamic (~12%): A small extra tilt toward whichever internal piece recently lagged.
CheckmarkValue prop
Out-of-sample return ~32.6% vs S&P 30.7%, with Calmar ~1.47 indicating strong risk-adjusted upside. Drawdowns may run hotter (~22% vs ~14%), but a diversified, quarterly mean-reversion approach aims for resilient, higher growth over time.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.011.170.880.94
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
84.04%17.46%-0.15%0.4%1.03
Retirement - Sector Reversion & Beta Flipping (Quarterly)
106.7%21.12%2.26%5.24%1
Initial Investment
$10,000.00
Final Value
$20,670.42
Regulatory Fees
$3.09
Total Slippage
$20.35
Invest in this strategy
OOS Start Date
Mar 12, 2025
Trading Setting
Quarterly
Type
Stocks
Category
Sector rotation, mean reversion, managed futures, gold, treasuries, leveraged etfs, global equity, quarterly rebalance
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
EXI
iShares Global Industrials ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IXC
iShares Global Energy ETF
Stocks
IXG
iShares Global Financials ETF
Stocks
IXJ
iShares Global Healthcare 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 toUPRO, ZROZ, VNQ, VDC, CTA, TECL, EDV, GLD, VCR, VGTandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.99%. 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, and options.