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

About

Contrarian switch at extremes using SPY’s RSI: hedge with UVXY when too hot, lean risk-on with TQQQ when too cold; otherwise hold the 5 least-volatile picks from sectors, gold, bonds, and USD, equally weighted. Rebalanced daily.
NutHow it works
Each day it checks SPY’s 7-day RSI, a 0–100 “heat” gauge of recent price moves. If very hot (>=86), it hedges by buying UVXY, a fund that jumps when market volatility spikes. If very cold (<=27), it bets on a rebound with TQQQ (3x Nasdaq-100). Otherwise it builds a calm core: from sector funds plus gold, short-term bonds, and the US dollar, it picks the 5 least-choppy over 17 days (lowest volatility) and splits money equally.
CheckmarkValue prop
Out-of-sample edge: ~30% annualized vs ~24% for SPY, with beta ~0.85 and Calmar ~1.28—strong upside with muted market risk. Hedges at extremes (UVXY) and mean-reversion bets target durable, risk-adjusted growth beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, sector rotation, contrarian rsi signals, low-volatility filter, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XHB
State Street SPDR S&P Homebuilders ETF
Stocks
XLB
State Street Materials Select Sector SPDR ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR 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 Selector Ninja Mode" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sector Selector Ninja Mode" is currently allocated toXLV, BSV, UUP, XLIandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sector Selector Ninja Mode" has returned 32.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sector Selector Ninja Mode" is 23.30%. 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 Ninja Mode", 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.