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Symphonies
xli ftlt
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily strategy that times the U.S. industrials sector. It mostly owns XLI, but flips to SIJ (an inverse -2x industrials ETF) when short-term readings look overheated. In weak markets it tries to buy oversold dips; if no dip, it uses SIJ cautiously.
NutHow it works
It toggles between two industrials ETFs: XLI (owns big U.S. industrial stocks) and SIJ (aims to rise about twice as much when industrials fall, on a daily basis). It checks trend with moving averages (200/50/20/10 days) and “heat” with RSI (a 0–100 gauge of how hot/cold recent moves are). In uptrends it mostly holds XLI, briefly flipping to SIJ when rallies look overheated. In downtrends it buys dips; only uses SIJ when dips aren’t present and the short side isn’t overcrowded.
CheckmarkValue prop
Out-of-sample, this rules-based industrials timer offers diversification (beta ~0.6), risk control (Calmar ~0.53, Sharpe ~0.60) and disciplined dip-buying. It may lag in strong rallies but reduces big drawdowns and complements the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.190.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
595.34%10.7%-0.06%-1.69%0.61
xli ftlt
3,966.84%21.45%-0.01%6.71%0.78
Initial Investment
$10,000.00
Final Value
$406,683.92
Regulatory Fees
$1,611.53
Total Slippage
$10,300.59
Invest in this strategy
OOS Start Date
Jan 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector timing, industrials, trend + mean reversion, rsi, moving averages, inverse etf, daily rebalancing
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SIJ
ProShares UltraShort Industrials
Stocks
XLI
State Street Industrial 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.

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

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

Year-to-date, "xli ftlt" has returned 12.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xli ftlt" is 20.84%. 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 "xli 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.