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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

Quarterly sector-rotation: buy the two S&P 500 sectors that dropped the most over the last month, split money evenly, and hold for a quarter. A contrarian, mean‑reversion bet aiming to beat SPY with dividends reinvested.
NutHow it works
Every quarter, it looks across 11 SPDR funds that each track one S&P 500 sector (tech, health care, energy, utilities, etc.). It ranks their last ~1 month performance (about 20 trading days) and buys the two that fell the most, 50/50, then holds for the quarter. “Cumulative return” here means total price change over that lookback, including dividends.
CheckmarkValue prop
Quarterly contrarian sector rotation buys the two laggards (with dividends). Out-of-sample: lower drawdown (14.78% vs 18.76%), lower beta, Calmar ~1.02, and solid risk-adjusted profile—offers downside protection with meaningful upside vs SPY.

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Invest in this strategy
OOS Start Date
Oct 28, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Equities, sector rotation, mean reversion, spdr sector etfs, quarterly rebalance, contrarian
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 toXLBandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.12%. 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, crypto, and options.