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Symphonies
Utilities XLU
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A utilities‑only, mean‑reversion strategy: it usually holds XLU; after sharp drops (RSI<25) it switches to 3× bull UTSL, after sharp run‑ups (RSI>85) it switches to −2× SDP, aiming to catch short‑term reversals. Decisions checked daily.
NutHow it works
Each day it checks a 10‑day RSI of XLU, a fund of U.S. utility companies (electric, gas, water). RSI is a 0–100 gauge of how fast price just moved: low = sharp drop, high = sharp rise. If RSI < 25, it buys UTSL (3× bullish utilities) for a rebound. If RSI > 85, it buys SDP (−2× utilities) for a pullback. Otherwise it holds XLU. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this utilities-focused mean-reversion strategy outperforms the S&P with higher risk-adjusted returns and lower risk: Sharpe 1.30 vs 1.04, annualized ~21.7% vs 18.0%, max drawdown ~9.7% vs 18.8%, beta ~0.38.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.740.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
223.51%14.19%-1.77%0.2%0.81
Utilities XLU
263.67%15.71%1.62%11.05%0.67
Initial Investment
$10,000.00
Final Value
$36,366.89
Regulatory Fees
$37.18
Total Slippage
$214.60
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Utilities sector, mean reversion, leveraged/inverse etfs, rsi-based, tactical, daily rebalance, sector-specific
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SDP
ProShares UltraShort Utilities
Stocks
UTSL
Direxion Daily Utilities Bull 3X ETF
Stocks
XLU
State Street Utilities 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.

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

"Utilities XLU" is currently allocated toXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Utilities XLU" has returned 25.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Utilities XLU" is 9.72%. 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 "Utilities XLU", 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.