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

About

A simple, monthly, rules-based portfolio that splits between a steady core and a trend‑guided sleeve. It rotates among tech (VGT), healthcare (VHT), gold (GLD), and the U.S. dollar (UUP), getting more defensive when the S&P 500 trends down.
NutHow it works
Each month, split the portfolio in two. Half goes to a mix of tech stocks (VGT), healthcare stocks (VHT), gold (GLD), and the U.S. dollar (UUP), sized so the calmer ones get bigger weights. The other half follows a market trend rule: if the S&P 500 (SPY) is below its 200‑day average price (a long-term average), shift to a defensive mix (VHT/GLD/UUP); if above, tilt more to tech (VGT) with VHT/UUP.
CheckmarkValue prop
Out-of-sample Sharpe 1.43 and Calmar 1.39 beat SPY on risk-adjusted terms; max drawdown ~7% vs ~19%; beta ~0.28. A diversified, trend-tilt strategy delivers smoother downside with growth exposure, complementing the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.260.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.77%10.61%0.54%-0.34%0.61
Sector FTLT
301.25%7.63%1.44%0.5%1.07
Initial Investment
$10,000.00
Final Value
$40,125.03
Regulatory Fees
$13.45
Total Slippage
$71.48
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Monthly
Type
Stocks
Category
Trend following, sector rotation, inverse volatility, defensive, multi-asset, monthly rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VHT
Vanguard Health Care 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.

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

"Sector FTLT" is currently allocated toGLD, UUP, VGTandVHT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sector FTLT" has returned 9.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sector FTLT" is 7.05%. 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 "Sector FTLT", 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.