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

About

Daily switches between Industrials (XLI) and its -2x inverse (SIJ) using trend filters and “overbought/oversold” readings to ride the bigger move and fade short-term extremes.
NutHow it works
It trades the U.S. Industrials sector using two ETFs: XLI (goes up when Industrials rise) and SIJ (moves about -2x Industrials each day). It checks trend with moving averages (long- and short-term average prices) and a “speedometer” of recent moves (RSI) to spot when prices ran too hot/cold. In strong uptrends it holds XLI, briefly flipping to SIJ on overheated spikes. In weak trends it often holds SIJ, but switches to XLI when selloffs look washed out. Rebalanced daily.
CheckmarkValue prop
Sector-tilted strategy (XLI/SIJ) uses trend-following and mean-reversion to ride Industrials cycles. Out-of-sample: beta ~0.60, ~11% annualized return, Sharpe ~0.60, max drawdown ~21%, Calmar ~0.53. Diversified exposure with disciplined risk vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.180.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
589.69%10.71%-2.64%-1.35%0.61
xli ftlt
3,913.7%21.47%-1.87%10.45%0.78
Initial Investment
$10,000.00
Final Value
$401,369.84
Regulatory Fees
$1,599.89
Total Slippage
$10,228.90
Invest in this strategy
OOS Start Date
Jan 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, industrials focus, trend and mean reversion, rsi, moving averages, long/short switching, leveraged 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 14.03%. 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.