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

About

Daily, industrials‑focused contrarian strategy. Buys the 5 recent losers in the sector when trend is ok or deeply oversold; otherwise parks in gold or T‑bills. If the sector looks extremely overheated, it briefly flips to UVXY (a volatility spike play). High risk/turnover.
NutHow it works
Each day it checks XLI (a fund of big U.S. industrial companies). If a 2‑day “heat meter” (RSI) says XLI is extremely overheated, it switches to UVXY, a fund that tends to pop when stocks stumble. Otherwise, if XLI is in an uptrend (price above its 200‑ or 50‑day average—an average of past prices) or very washed‑out, it buys the 5 worst 30‑day laggards in industrials (betting on a rebound). If not, it parks in GLD (gold) or BIL (T‑bills), whichever rose more over 2 days.
CheckmarkValue prop
Out-of-sample Sharpe ~1.40 vs S&P ~0.80; annualized return ~59.6% vs ~14.1%; Calmar ~2.41. Superior risk-adjusted gains from contrarian industrials with hedges. Drawdowns higher (~24.7% vs ~18.8%), suitable for higher risk tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.680.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
161.39%17.93%0.54%-0.34%1.05
XLI Sort
1,139.91%54.06%4.56%23.56%1.45
Initial Investment
$10,000.00
Final Value
$123,991.31
Regulatory Fees
$596.75
Total Slippage
$3,923.97
Invest in this strategy
OOS Start Date
Dec 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Us equities, industrials, sector rotation, mean reversion, tactical, momentum filters, volatility hedge, daily rebalance
Tickers in this symphonyThis symphony trades 80 assets in total
Ticker
Type
AAL
American Airlines Group Inc.
Stocks
ADP
Automatic Data Processing
Stocks
ALLE
Allegion Public Limited Company
Stocks
AME
Ametek, Inc.
Stocks
AOS
A.O. Smith Corporation
Stocks
AXON
Axon Enterprise, Inc. Common Stock
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLDR
Builders FirstSource, Inc.
Stocks
BR
Broadridge Financial Solutions Inc
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 Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLI Sort" is currently allocated toADP, PAYX, AAL, BRandBLDR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLI Sort" has returned 50.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLI Sort" is 24.69%. 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 Sort", 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.