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xlb ftlt
Today’s Change

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

About

A tactical Materials-sector strategy: ride uptrends with XLB, flip to inverse SMN when the sector looks overheated, and in downtrends mostly hold SMN unless conditions look washed‑out. One ETF at a time; checked and rebalanced daily.
NutHow it works
What it trades: XLB = a fund that owns U.S. materials stocks (chemicals, metals, packaging). SMN = an inverse fund for the same sector; it tends to rise when materials fall (roughly 2× the daily move). RSI: a 0–100 “heat meter” (>70 = overheated, <30 = washed‑out). Steps: 1) Check the trend with moving averages (strong, moderate, mild up; or down). 2) In uptrends, hold XLB, but if RSI says XLB is overheated, briefly flip to SMN to fade the spike. 3) In downtrends, prefer SMN, unless XLB looks washed‑out (or SMN is too hot)—then hold XLB. All-in on one fund, reviewed daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted gains: ~41.9% annualized return vs 18.5% for the S&P, max drawdown ~12.2% vs ~18.8%, Sharpe ~1.43 vs ~0.98 - a cleaner, more resilient return stream.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.250.210.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
637.42%11.03%6.16%5.09%0.63
7,373.66%25.35%6.54%6.93%0.85
Initial Investment
$10,000.00
Final Value
$747,366.47
Regulatory Fees
$3,389.08
Total Slippage
$19,777.83
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Materials sector, rsi mean reversion, moving-average regimes, tactical long/short, inverse leveraged 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 41.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlb ftlt" is 13.19%. 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.