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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

Buy the three worst-performing SPDR sector ETFs over the last 14 days, allocate equally, and rebalance quarterly to chase mean-reversion in beaten-down sectors.
NutHow it works
Plain-language description: 1) Check how nine SPDR sector ETFs performed in the last 14 trading days. 2) Find the three sectors that fell the most (the worst performers). 3) Invest an equal amount in each of those three sectors. 4) Hold until the next quarterly rebalance, then repeat with the latest 14-day window. 5) The aim is to buy sectors after a drop and benefit if they recover, while staying spread across different parts of the economy. Assets included: Energy (XLE), Industrials (XLI), Financials (XLF), Health Care (XLV), Technology (XLK), Consumer Staples (XLP), Utilities (XLU), Consumer Discretionary (XLY), Materials (XLB).
CheckmarkValue prop
A disciplined, quarterly- rebalance tilt to beaten-down sectors. Out-of-sample stats show lower beta (~0.82) and smaller drawdown (~17.6% vs 18.8% for the S&P), with solid risk-adjusted returns (Sharpe ~1.33, Calmar ~1.15) and broad diversification.
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
772.4%8.31%-1.77%0.2%0.51
SPDR Sectors - 14d return (B4) - Quarterly
2,324.02%12.47%-2.23%1.04%0.68
Initial Investment
$10,000.00
Final Value
$242,402.24
Regulatory Fees
$139.81
Total Slippage
$835.78
Invest in this strategy
OOS Start Date
Jan 10, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Equity, sector rotation, quantitative, etf-based, long-only
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
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
XLI
State Street Industrial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR ETF
Stocks
XLY
State Street Consumer Discretionary 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.

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

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

Year-to-date, the symphony has returned 17.74%. 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, and options.