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Symphonies
Sector Selector Mean Reversion V1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily sector rotation that picks the 2 best recent performers, then takes contrarian trades inside each—buy the sector if it looks washed‑out, or use an inverse ETF if it looks overheated—guided by moving‑average trend filters and an RSI‑style gauge.
NutHow it works
Each day: 1) Rank the 11 US stock sectors by ~10‑day return; pick the top 2. 2) For each, decide to buy the sector ETF (e.g., XLK tech, XLE energy) or its bearish inverse fund (e.g., REW, DUG) using trend checks (price vs moving averages) and an RSI‑style gauge (high=overheated, low=washed‑out). 3) Split 50/50; rebalance daily. Sometimes uses SH (broad short) or BIL (T‑Bills) for safety.
CheckmarkValue prop
Out-of-sample: -4.4% annualized return with higher drawdown than the S&P 500. Yet this rules-based sector-rotation strategy offers diversification and hedging via long/short positions, aiming to reduce market correlation during regime shifts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.34-0.020-0.02
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
161.53%15.05%-0.15%0.4%0.81
Sector Selector Mean Reversion V1
736%36.3%1.53%2.57%1.48
Initial Investment
$10,000.00
Final Value
$83,599.75
Regulatory Fees
$1,010.58
Total Slippage
$6,207.84
Invest in this strategy
OOS Start Date
Aug 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, mean reversion, long/short etfs, leveraged inverse etfs, momentum, daily rebalancing
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DUG
ProShares UltraShort Energy
Stocks
REK
ProShares Short Real Estate
Stocks
REW
Proshares UltraShort Technology
Stocks
RXD
ProShares UltraShort Health Care
Stocks
SCC
ProShares UltraShort Consumer Discretionary
Stocks
SDP
ProShares UltraShort Utilities
Stocks
SH
ProShares Short S&P500
Stocks
SIJ
ProShares UltraShort Industrials
Stocks
SKF
ProShares UltraShort Financials
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 Selector Mean Reversion V1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sector Selector Mean Reversion V1" is currently allocated toSHandXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sector Selector Mean Reversion V1" has returned 3.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sector Selector Mean Reversion V1" is 10.38%. 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 Selector Mean Reversion V1", 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.