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Symphonies
S10 Hedged Sector Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 60/40 tactical mix: 60% rotates into the strongest or most oversold US sectors (sometimes using 2–3x funds) and flips to a volatility hedge if things look too hot. 40% times bonds and volatility, may short indexes, or hold cash to cushion drawdowns.
NutHow it works
60% hunts for the best spot in US sectors (e.g., XLK tech, XLF financials). If a sector looks overheated (RSI>80), it hedges with a volatility spike fund (UVXY). If a sector looks washed out (RSI<30), it buys that sector—sometimes the 2–3x version. Otherwise it picks the strongest sector. 40% is a hedge engine that times long/short Treasuries (TMF/TMV/TLT/BND/SHV), trades volatility (SVXY/VIXY), may short SPY/QQQ, or sit in cash. RSI=0–100 “heat” score; MAs=trend gauges.
CheckmarkValue prop
Out-of-sample performance beats the S&P 500: Sharpe 2.16 vs 1.18, Calmar 4.36, and ~83% annualized return vs ~21%, with similar drawdowns—more upside and smarter risk control.

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Invest in this strategy
OOS Start Date
Aug 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation,tactical allocation,trend-following,mean reversion,volatility trading,leveraged etfs,bonds/treasuries,hedged,shorting
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
LTL
ProShares Ultra Communication Services
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.

"S10 Hedged Sector Rotator " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S10 Hedged Sector Rotator " is currently allocated toERX, TECL, BTAL, SHVandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S10 Hedged Sector Rotator " has returned 78.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S10 Hedged Sector Rotator " is 19.03%. 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 "S10 Hedged Sector Rotator ", 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.