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

About

Daily toggles between owning materials stocks (XLB) and betting against them (SMN ~−2x). Uses moving‑average trend filters plus RSI to spot hot/washed‑out moves: mostly long in uptrends, leans short in weak markets, with brief flips at extremes.
NutHow it works
It switches between two materials‑sector ETFs: XLB (owns the stocks) and SMN (aims for about −2x their daily move). Each day it checks trend with moving averages (recent price averages) and how “stretched” moves are with RSI (0–100; high=hot, low=washed‑out). In uptrends it mostly holds XLB, flipping briefly to SMN only when readings look very hot. In weak/downtrends it leans to SMN unless XLB looks washed‑out or SMN looks too hot. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~41.9% annualized return with ~12.2% max drawdown, Sharpe ~1.43 and Calmar ~3.43, vs SPY ~18.5% return and ~18.8% drawdown; clear, superior risk-adjusted performance from the XLB/SMN materials tilt.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.210.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.58%10.85%0.54%-0.34%0.62
xlb ftlt
7,036.06%25.22%-2.97%12.45%0.85
Initial Investment
$10,000.00
Final Value
$713,605.75
Regulatory Fees
$3,314.62
Total Slippage
$19,358.19
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Materials sector, long/short, trend following, mean reversion, leveraged inverse etf, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SMN
ProShares UltraShort Materials
Stocks
XLB
State Street Materials 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.

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

"xlb ftlt" is currently allocated toXLB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "xlb ftlt" has returned 42.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlb ftlt" is 12.22%. 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 "xlb ftlt", 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.