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Symphonies
XLK vs XLU l May 30 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tech‑led risk switch. It buys +2x Nasdaq‑100 (QLD) when Tech is strong or very oversold, shorts with ‑2x (QID) after extreme heat, and otherwise goes to cash‑like T‑bills (BIL) if defensive sectors (Staples/Utilities) outmuscle Tech.
NutHow it works
Each day it checks XLK (Tech ETF: Apple/Microsoft/Nvidia heavy). RSI is a 0–100 “speedometer” of recent moves. - If XLK’s 10‑day RSI >80 (too hot), it uses QID (‑2x Nasdaq‑100) to bet against tech. - If RSI <30 (washed out), it uses QLD (+2x Nasdaq‑100) to bet on a rebound. - Otherwise it compares 6‑mo RSI of Tech vs XLP (Staples) and XLU (Utilities). If either defensive sector is stronger, it parks in BIL (T‑bills); else it holds QLD.
CheckmarkValue prop
Out-of-sample, this tech-driven strategy targets ~32% annualized return vs the S&P's ~23%, with Calmar ~1.42 and alpha ~1.32%. Higher upside but slightly larger drawdown (~22.6% vs 18.8%), offering compelling risk-adjusted upside.
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 XLU l May 30 2007
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 29, 2022
Trading Setting
Daily
Type
Stocks
Category
Momentum, mean-reversion, risk-on/off, leveraged etfs, sector rotation, nasdaq-100 focus, defensive filter, daily
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 XLU l May 30 2007" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLK vs XLU l May 30 2007" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLK vs XLU l May 30 2007" has returned 31.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLK vs XLU l May 30 2007" 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 XLU l May 30 2007", 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.