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XLF Normal Filter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian financial-stock strategy that buys the 3 large U.S. finance companies that have been weakest recently, using a 14-day RSI score to look for short-term rebounds.
NutHow it works
This strategy looks only at big U.S. financial companies—banks, insurers, payment firms, brokers, and exchange operators. Every time it checks the list, it measures which stocks have fallen the most over the last 14 trading days using RSI, a simple “recent heat” score. Lower RSI means a stock has been weaker lately. It then buys the 3 weakest names and splits the money evenly between them, betting they may rebound.
CheckmarkValue prop
Contrarian RSI bet on 3 weakest large U.S. financials aims for short-term rebounds with a clear, rule-driven path to alpha vs the S&P 500. Diversifies risk via sector focus; note: OOS shows higher drawdowns and negative returns—risk-tolerant only.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.071.130.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
345.56%14.73%-1.04%-0.34%0.87
774.27%22.06%11.54%7.43%0.83
Initial Investment
$10,000.00
Final Value
$87,426.76
Regulatory Fees
$93.31
Total Slippage
$751.34
Invest in this strategy
OOS Start Date
May 21, 2026
Trading Setting
Threshold 34.8%
Type
Stocks
Category
Financial sector, single-stock, contrarian, mean reversion, rsi, concentrated, u.s. equities
Tickers in this symphonyThis symphony trades 72 assets in total
Ticker
Type
ACGL
Arch Capital Group Ltd
Stocks
AFL
Aflac Inc.
Stocks
AIG
American International Group, Inc.
Stocks
AIZ
Assurant, Inc.
Stocks
AJG
Arthur J. Gallagher & Co.
Stocks
ALL
The Allstate Corporation
Stocks
AMP
Ameriprise Financial, Inc.
Stocks
AON
Aon plc Class A
Stocks
APO
Apollo Global Management, Inc.
Stocks
ARES
Ares Management Corporation Class A Common Stock
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 Normal Filter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLF Normal Filter" is currently allocated toSCHW, BACandGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLF Normal Filter" has returned -4.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLF Normal Filter" is 16.55%. 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 Normal Filter", 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.

Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

With any investment, your capital is at risk. The value of your portfolio with Composer can go down as well as up. Past performance is no guarantee of future results. By using this website, you accept our Terms of Service, Privacy Policy, and Payment Agreement.

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

Options trading involves significant risk and is not appropriate for all investors. Prior to buying or selling an option with Composer Securities LLC, please read the "Characteristics and Risks of Standardized Options," also known as the Options Disclosure Document (ODD). You can access the ODD by clicking here. Options transactions are often complex and can expose investors to potentially rapid and substantial losses. In some cases, you may lose your entire investment in a relatively short period. Furthermore, certain complex options strategies carry additional risk, including the potential for losses that may exceed your original investment amount.

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Composer Securities does not provide tax advice. This material is for informational purposes only and is not intended to be a substitute for consultation with a qualified tax professional before making any investment decisions.

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