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

About

Contrarian, concentrated picker inside the Financials sector: always holds 3 US financial stocks with the weakest recent momentum (lowest 14‑day RSI), equal‑weighted, aiming for short‑term rebounds. Expect frequent rotation and sector/stock concentration risk.
NutHow it works
It looks only at US financial companies (banks, insurers, Visa/Mastercard, brokers, exchanges, asset managers). For each, it computes a 14‑day RSI—a 0–100 score of recent price moves (low = recently sold off). It buys the 3 with the lowest RSI and splits money equally. There’s no fixed rebalance date; it changes holdings when the bottom‑3 list changes, using a wide band to avoid small, frequent trades.
CheckmarkValue prop
Contrarian sector-focused: a 3-stock Financials picker with beta ~0.71. Provides diversification vs SPY and potential mean-reversion upside; note out-of-sample results show higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.051.150.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
332.82%14.98%1.36%13.5%0.87
XLF Normal Filter
581.22%20.06%8.87%16.23%0.77
Initial Investment
$10,000.00
Final Value
$68,122.31
Regulatory Fees
$84.49
Total Slippage
$692.23
Invest in this strategy
OOS Start Date
May 21, 2026
Trading Setting
Threshold 34.8%
Type
Stocks
Category
Financials sector, mean reversion, rsi, long-only, equal-weight, stock selection, contrarian, concentrated
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 toCBOE, CMEandICE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLF Normal Filter" has returned -65.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLF Normal Filter" is 9.09%. 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.