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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, all-in switch between XLI (Industrials) and SIJ (-2x inverse) using long/short-term trend and simple “hot/cold” signals. Long XLI in uptrends; favor SIJ in downtrends; fade short-term extremes either way.
NutHow it works
It only trades U.S. Industrials: XLI (long the sector) or SIJ (a -2x inverse that rises when Industrials fall). First it checks trend using 200/50/10/20‑day averages. In uptrends it holds XLI, briefly flipping to SIJ if XLI is extremely “hot.” In downtrends it prefers SIJ, but switches to XLI when XLI looks very “cold” or SIJ is overheated. Rebalanced daily.
CheckmarkValue prop
Sector-tactical, rules-based strategy in XLI/SIJ uses trend and mean-reversion to capture regimes. With beta ~0.59, it diversifies from the S&P 500, improving risk-adjusted returns in out-of-sample while hedging market moves.
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
607.26%10.95%1.16%2.74%0.62
xli ftlt
3,682.95%21.28%4.1%3.3%0.77
Initial Investment
$10,000.00
Final Value
$378,294.73
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
U.s. industrials, sector tactical, trend-following, mean-reversion, inverse etf, leveraged, daily rebalance
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 8.20%. 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, crypto, and options.