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

About

A daily, rules-based switch between XLB (materials stocks) and SMN (-2x inverse materials). It follows the trend but fades extremes: long XLB in uptrends, short via SMN when overbought or in downtrends, with oversold bounces back into XLB.
NutHow it works
It only trades two funds tied to the materials sector: XLB (up when materials rise) and SMN (roughly -2x, up when materials fall). • First, it checks trend using moving averages of XLB (long-term to short-term). • In uptrends it holds XLB unless XLB looks “too hot,” then it briefly holds SMN for a pullback. • In downtrends it holds SMN unless XLB looks “washed out,” then it buys XLB for a bounce.
CheckmarkValue prop
Out-of-sample, this materials-trading strategy delivers ~37.8% annualized return vs SPY ~19.1%, with ~12.2% max drawdown vs ~18.8%, and Sharpe ~1.30 vs ~0.96—plus a tiny beta (~0.07). Strong risk-adjusted growth with lower downside.
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
606.65%11%1.36%5.73%0.63
xlb ftlt
6,099.58%24.64%4.43%-2.66%0.83
Initial Investment
$10,000.00
Final Value
$619,958.49
Regulatory Fees
$2,785.05
Total Slippage
$17,152.68
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Materials sector, tactical trend + mean reversion, rsi, moving averages, long/short, inverse leveraged etf, daily rebalance
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.

"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 37.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlb ftlt" is 12.23%. 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, crypto, and options.