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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

All-in on whichever of SPY (S&P 500) or XLE (Energy) has the lower ~9‑month RSI, betting the most beaten‑down will bounce. Concentrated and can be volatile; no set rebalance schedule.
NutHow it works
It compares two funds: SPY (broad U.S. stocks) and XLE (U.S. energy companies). For each, it computes a 0–100 “recent strength” score (RSI) over ~180 trading days; lower means it’s been falling more than rising. It buys the one with the lower score—the more beaten‑down—and puts 100% there until the next check. There’s no fixed rebalance schedule.
CheckmarkValue prop
Out-of-sample: 13.16% annualized return, 14.81% max drawdown, Calmar 0.89, Sharpe 0.68—delivering meaningful upside with notably lower downturn than SPY, offering stronger downside protection and solid risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
01.030.630.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
704.71%8.21%-0.15%0.4%0.5
Sort Bug
539.13%7.27%-0.15%15.35%0.41
Initial Investment
$10,000.00
Final Value
$63,912.56
Regulatory Fees
$111.68
Total Slippage
$642.97
Invest in this strategy
OOS Start Date
May 24, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi-based, mean reversion, tactical rotation, sector tilt (energy), long-only, concentrated, two-asset
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLE
State Street Energy 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.

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

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

Year-to-date, "Sort Bug" has returned 16.26%. 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, and options.