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Symphonies
XLG Trend Cluster Strategy
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly trend-and-momentum rotation. Uses XLG’s long-term trend to switch between offense and defense, then holds the single strongest cluster (growth vs defensive), weighting inside it toward steadier holdings.
NutHow it works
Each month it checks XLG (an ETF of the 50 biggest S&P 500 stocks). If XLG is above its ~8‑month average, it’s risk‑on: pick the single group with the best recent strength (RSI = a score of recent up vs down days) from 4 growth/mega‑cap clusters, then spread inside that group, favoring steadier names (inverse‑vol). If below, go defensive: pick the strongest of 4 defensive groups (low‑vol ETFs, utilities, staples, dividend ETFs), equal‑weight inside.
CheckmarkValue prop
Out-of-sample, this strategy targets dramatically higher risk-adjusted gains than the S&P 500: ~80% annualized return vs ~11%, Sharpe ~3.28 vs ~0.96, Calmar ~17, and max drawdown ~4.6%, with disciplined monthly rotation.

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Invest in this strategy
OOS Start Date
Nov 12, 2025
Trading Setting
Monthly
Type
Stocks
Category
Equities, trend-following, momentum rotation, defensive rotation, inverse-vol weighting, monthly rebalance, large-cap, factor tilt
Tickers in this symphonyThis symphony trades 33 assets in total
Ticker
Type
ATFV
Alger 35 ETF
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BA
Boeing Company
Stocks
CGDV
Capital Group Dividend Value ETF
Stocks
DUK
Duke Energy Corporation
Stocks
FDVV
Fidelity High Dividend ETF
Stocks
LGLV
State Street SPDR US Large Cap Low Volatility Index ETF
Stocks
LMT
Lockheed Martin Corp.
Stocks
MCD
McDonald's Corporation
Stocks
MSFT
Microsoft Corp
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.

"XLG Trend Cluster Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLG Trend Cluster Strategy" is currently allocated toLGLV, SELV, USMVandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLG Trend Cluster Strategy" has returned 82.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLG Trend Cluster Strategy" is 4.56%. 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 "XLG Trend Cluster Strategy", 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.