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

About

Daily tactical strategy on U.S. Financials: ride uptrends with XLF, fade overheated surges with SKF; in downtrends, mostly hold SKF and only buy XLF on oversold bounces. Uses moving averages for trend and RSI as a short-term “speedometer.”
NutHow it works
It trades the Financials sector. First, it checks the trend using average prices (100 vs 200 days). If the trend is up, it holds XLF (Financials) unless a short-term “speedometer” (RSI, 0–100) says the move is too hot, then it briefly switches to SKF (a -2x inverse fund). If the trend is down, it usually holds SKF and only flips to XLF on sharp selloffs or when SKF itself gets too hot. It rechecks daily.
CheckmarkValue prop
Out-of-sample edge: ~9.92% annualized returns with max drawdown ~15.54% and Calmar ~0.64, plus Sharpe ~0.60—lower risk than SPY. A disciplined U.S. Financials strategy delivering better risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.620.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
579.23%10.65%2.19%5.01%0.61
xlf ftlt
881.67%12.83%-0.02%5.54%0.55
Initial Investment
$10,000.00
Final Value
$98,166.50
Regulatory Fees
$330.97
Total Slippage
$1,951.18
Invest in this strategy
OOS Start Date
Jan 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Financials sector, trend-following, mean reversion, tactical long/short, etfs, inverse leveraged
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SKF
ProShares UltraShort Financials
Stocks
XLF
State Street Financial 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.

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

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

Year-to-date, "xlf ftlt" has returned 9.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlf ftlt" is 15.54%. 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 "xlf 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.