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

About

Daily US sector portfolio mixing mean‑reversion and rotation. Can go long or use inverse funds (sometimes leveraged). Weights favor steadier sleeves. Signals rely on trend and overbought/oversold readings; may use UVXY/TLT in stress.
NutHow it works
Each day it blends 3 parts: (1) a mean‑reversion sleeve that holds a sector fund (e.g., XLK tech, XLE energy) unless the sector looks too “hot,” then briefly uses an inverse fund to bet on a pullback; (2) a no‑leverage sector rotator; (3) a leverage‑allowed rotator. More weight goes to calmer parts. Signals use price vs its recent average (trend) and a “speedometer” of up vs down days (RSI). Rebalances daily.
CheckmarkValue prop
Out-of-sample evidence shows higher risk-adjusted gains: Sharpe ~3.70 vs SPY 1.68, alpha ~0.83, Calmar ~17.6, annualized return ~122% vs ~20%. Low beta with dynamic sector hedging that could help.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.620.460.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
161.7%15.99%6.16%5.09%0.84
Sector Portfolio
7,018.18%93.05%25.33%27.25%2.57
Initial Investment
$10,000.00
Final Value
$711,817.87
Regulatory Fees
$3,156.66
Total Slippage
$19,786.43
Invest in this strategy
OOS Start Date
Aug 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Us sector rotation, mean reversion, long/short, leveraged/inverse etfs, volatility-weighted, daily rebalance
Tickers in this symphonyThis symphony trades 37 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DUG
ProShares UltraShort Energy
Stocks
DUSL
Direxion Daily Industrials Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
LTL
ProShares Ultra Communication Services
Stocks
REK
ProShares Short Real Estate
Stocks
REW
Proshares UltraShort Technology
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 Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sector Portfolio" is currently allocated toXLB, UVXYandXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sector Portfolio" has returned 132.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sector Portfolio" is 6.93%. 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 Portfolio", 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.