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Symphonies
XLK vs XLP/U l 30May2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tech‑timing: short when tech is overheated, long when oversold or clearly leading, and in cash when tech lags defensives. Trades 2x Nasdaq‑100 ETFs (QLD/QID) and T‑Bills (BIL); signals are taken from the tech fund XLK.
NutHow it works
It watches XLK (a tech-sector fund) as a thermometer of tech’s recent moves (RSI = a simple gauge of how fast prices rose/fell; >80 = very hot, <30 = very cold). If XLK is very hot, it briefly bets against tech using QID (−2x Nasdaq‑100). If very cold, it buys QLD (+2x Nasdaq‑100). Otherwise, it checks 6‑month strength: if tech lags defensive sectors (staples XLP or utilities XLU), it parks in T‑Bills (BIL); if tech leads both, it owns QLD. Rebalances daily.
CheckmarkValue prop
Tech-timing with risk controls: out-of-sample annualized return ~32% vs ~23% for the S&P, and Calmar ~1.42—strong return per unit risk. It thrives in tech uptrends, but expect larger drawdowns than the S&P during downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.870.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532.45%10.35%-0.15%0.4%0.6
XLK vs XLP/U l 30May2007
20,203.62%32.79%4.36%0.42%1.1
Initial Investment
$10,000.00
Final Value
$2,030,362.45
Regulatory Fees
$6,117.49
Total Slippage
$37,085.24
Invest in this strategy
OOS Start Date
Dec 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical sector rotation,momentum and rsi,leveraged etfs,tech-focused,risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities 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.

"XLK vs XLP/U l 30May2007" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLK vs XLP/U l 30May2007" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLK vs XLP/U l 30May2007" has returned 31.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLK vs XLP/U l 30May2007" is 22.60%. 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 "XLK vs XLP/U l 30May2007", 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.