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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 monthly plan that blends a steady core with a market-aware sleeve. It rotates among tech, health care, gold, and the US dollar, sizing positions by calmness and getting more defensive when the market trends lower.
NutHow it works
It rebalances monthly. It holds a mix of: VGT (US tech stocks), VHT (US health care), GLD (gold), and UUP (the US dollar). It gives more money to the steadier choices (based on recent ups/downs). If the overall market (SPY) falls below its 200‑day average, it drops tech and leans into health care, gold, and the dollar.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.55 vs SPY ~1.03; Calmar ~1.55; max drawdown ~7.1% vs ~18.8%; annualized return ~11% vs ~19.5%. Defensive, diversified monthly-rebalanced mix (GLD/UUP/VHT/VGT) with strong downside protection.

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Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Monthly
Type
Stocks
Category
Monthly, trend-following, inverse-volatility, sector rotation, defensive, gold, usd, tech, healthcare
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.

"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 10.95%. 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, crypto, and options.