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Symphonies
Tortoise and the Hare (outrun SPY) w/Divs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian sector-rotation approach: each quarter, buy the two S&P 500 sectors that dropped the most over the past month, hold them equally for 3 months while collecting dividends, then repeat—aiming to beat SPY over time.
NutHow it works
Every quarter, it checks how each S&P 500 sector fund did over the last ~20 trading days. It picks the two sectors that fell the most, splits the money 50/50 between them, and holds for 3 months (collecting dividends). Next quarter it repeats and rotates into the new two biggest recent laggards.
CheckmarkValue prop
Contrarian sector-rotation: every quarter, buy laggards. Out-of-sample return 17.38% vs SPY 17.08%; drawdown 14.78% vs 18.76%; beta ~0.88; Calmar ~1.18. Dividend-inclusive, with aim to beat the S&P with less downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.910.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
173.88%14.16%-0.15%0.4%0.78
Tortoise and the Hare (outrun SPY) w/Divs
326.22%21%3.26%6.28%0.97
Initial Investment
$10,000.00
Final Value
$42,622.48
Regulatory Fees
$17.95
Total Slippage
$112.50
Invest in this strategy
OOS Start Date
Oct 28, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Us equities, sector rotation, contrarian, mean reversion, quarterly rebalance, dividend etfs
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
XLB
State Street Materials Select Sector SPDR ETF
Stocks
XLC
State Street Communication Services 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
XLRE
State Street Real Estate Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLV
State Street Health Care 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 toXLUandXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.78%. 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.