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Symphonies
SPDR Sectors - 14d return (B4) - Quarterly
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Contrarian sector rotation: each quarter buy the 3 SPDR sector ETFs that fell the most over the last 14 days, hold them equally for a quarter, and aim to catch a rebound. Concentrated, fully invested.
NutHow it works
Every quarter, it checks the last 14 days of returns for nine SPDR sector ETFs: XLE (Energy), XLI (Industrials), XLF (Financials), XLV (Health Care), XLK (Tech), XLP (Staples), XLU (Utilities), XLY (Consumer Discretionary), XLB (Materials). It buys the 3 that dropped the most, splits money equally, and holds them for one quarter. Always fully invested; no hedge.
CheckmarkValue prop
Disciplined contrarian sector rotation aims to outperform the S&P. Out-of-sample: Sharpe 1.22, Calmar 1.05, max DD 17.6%, beta 0.83, annualized return 18.5%. Lower market sensitivity, strong risk-adjusted returns with quarterly rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.930.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
787.55%8.47%1.36%5.73%0.52
SPDR Sectors - 14d return (B4) - Quarterly
2,256.39%12.49%3.33%1.98%0.68
Initial Investment
$10,000.00
Final Value
$235,638.58
Regulatory Fees
$127.43
Total Slippage
$803.33
Invest in this strategy
OOS Start Date
Jan 10, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Sector rotation, etf, spdr sectors, mean reversion, contrarian, quarterly rebalance
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLF, XLBandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.63%. 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 the symphony, 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.