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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

A daily tactical play on U.S. financials: ride XLF in uptrends, flip to inverse SKF when prices run too hot; in weak markets mostly hold SKF, but buy XLF on sharp selloffs or SKF exhaustion.
NutHow it works
Trades only two ETFs: XLF (big U.S. financial stocks) and SKF (moves about 2x opposite XLF; very volatile). It checks trend with moving averages (average price over 100 vs 200 days). RSI (0–100 “hot/cold” gauge) times entries: In uptrends hold XLF unless it gets very hot, then flip to SKF; in downtrends mostly hold SKF, but buy XLF on sharp drops or when SKF is overheated. Rebalanced daily.
CheckmarkValue prop
A two-ETF tactical play on XLF/SKF reduces market beta and caps downside (out-of-sample max drawdown ≈15.5% vs ~18.8% for the S&P), aiming for steadier risk‑adjusted returns and resilience alongside the S&P in choppy markets.
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
545.76%10.24%-4.19%-3.74%0.59
xlf ftlt
793.93%12.13%-2.95%-9.37%0.53
Initial Investment
$10,000.00
Final Value
$89,392.61
Regulatory Fees
$330.27
Total Slippage
$1,945.60
Invest in this strategy
OOS Start Date
Jan 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector tactical, financials, trend filter, mean reversion, inverse etf, leveraged etf, momentum, daily rebalancing
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 0.40%. 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, and options.