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

About

A simple two‑ETF switch: buy whichever of SPY (broad U.S. stocks) or XLE (energy) looks most oversold on a 6‑month RSI. All‑in on that pick, aiming for mean reversion. Straightforward but concentrated and potentially volatile.
NutHow it works
At each check, it compares two ETFs: SPY (S&P 500, big U.S. stocks) and XLE (energy companies). It computes a 6‑month RSI—a 0–100 score of recent losses vs gains; lower = more beaten down. It buys the one with the lower RSI (a contrarian rebound bet), putting 100% there, and holds until the next check. No routine rebalancing; the 10% drift band matters little with one holding.
CheckmarkValue prop
Two-ETF contrarian switch (SPY vs XLE) targets mean-reversion. In out-of-sample tests it shows lower market risk (beta ~0.67), smaller drawdowns (14.8% vs 18.8%), and better risk-adjusted profile (Calmar ~0.48) versus the S&P—offering downside protection with equity exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-01.030.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
703.01%8.28%1.2%6.23%0.51
Sort Bug
451.82%6.74%5.06%6.02%0.39
Initial Investment
$10,000.00
Final Value
$55,181.60
Regulatory Fees
$109.54
Total Slippage
$630.16
Invest in this strategy
OOS Start Date
May 24, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Mean reversion,sector rotation,us equities,energy,tactical allocation,rsi,two-asset switch
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.

"Sort Bug" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sort Bug" is currently allocated toXLE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sort Bug" has returned 8.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sort Bug" is 14.81%. 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 "Sort Bug", 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.