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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

Monthly mix of tech and healthcare with hedges (gold and the U.S. dollar). If the S&P 500 weakens (below its 200‑day average), the strategy shifts half the portfolio fully defensive. Weights favor the calmest funds to smooth the ride.
NutHow it works
Each month, split money between two sleeves. A) Always-on: GLD (gold), UUP (U.S. dollar index), VGT (big U.S. tech), VHT (U.S. healthcare). Calmer over ~30 days = bigger weight. B) Regime check: Is SPY below its 200‑day average? If yes, go defensive with VHT/GLD/UUP (calmest over ~10 days gets more). If no, use VGT+VHT+UUP (tech ~25%), again favoring calmer funds. Rebalance monthly.
CheckmarkValue prop
Out-of-sample Sharpe 1.43 vs SPY 1.04; drawdown 7.1% vs 18.8%. A regime-aware, hedge-rich mix (gold, USD, healthcare) lowers risk while preserving upside, delivering stronger risk-adjusted performance vs 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
561.4%10.5%-1.77%0.2%0.6
Sector FTLT
298.9%7.58%0.04%0.62%1.06
Initial Investment
$10,000.00
Final Value
$39,889.91
Regulatory Fees
$13.45
Total Slippage
$71.48
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Monthly
Type
Stocks
Category
Risk-managed etf rotation, 200-day ma filter, inverse-vol weights, monthly, tech/healthcare/gold/usd
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 8.49%. 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.