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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

Tactical Industrials plan: buy 5 recent laggards in the sector when the trend is healthy or deeply oversold; hide in gold or T-bills when trend is weak; during short-term overheats, use a volatility hedge (UVXY). Rebalanced daily.
NutHow it works
It watches the U.S. Industrials sector ETF (XLI). Most days it buys 5 recent laggards from a list of big industrial stocks/ETFs, expecting a short-term bounce. “Hot” or “cold” is judged by simple gauges: RSI (a short-term speed meter) and 50/200-day averages. If XLI gets extremely hot short term (RSI very high), it briefly switches to a volatility hedge (UVXY). If XLI looks weak and not oversold, it goes defensive in gold (GLD) or cash-like T-bills (BIL), whichever ticked up lately. Rebalanced daily; includes a 3x ETF (DUSL), so swings can be large.
CheckmarkValue prop
Out-of-sample: ~41.7% annualized return vs ~13.9% for the S&P; Sharpe ~1.16 vs 0.78; Calmar ~1.69. Superior risk-adjusted upside, with higher drawdowns (~24.7% vs ~18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.70.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
165.36%18.68%2.19%5.01%1.08
XLI Sort
998.82%52.29%9.7%11.88%1.44
Initial Investment
$10,000.00
Final Value
$109,881.51
Regulatory Fees
$577.58
Total Slippage
$3,798.91
Invest in this strategy
OOS Start Date
Dec 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Industrials, mean reversion, tactical, volatility hedge, risk-off, daily rebalancing
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLI Sort" has returned 41.74%. 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, crypto, and options.