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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 timing using tech’s short‑term extremes and 6‑month leadership. Short Nasdaq‑100 after sharp tech spikes, buy 2x Nasdaq‑100 after sharp drops; otherwise hold cash unless tech beats staples and utilities, then stay 2x long.
NutHow it works
Each day it looks at tech stocks (XLK). If tech’s 10‑day “heat” is very high (>80), it bets against the Nasdaq‑100 with a −2x fund (QID). If very low (<30), it buys a +2x Nasdaq‑100 fund (QLD). Otherwise it checks ~6‑month strength: if tech trails consumer staples (XLP) or utilities (XLU), it parks in T‑bills (BIL); if tech beats both, it holds QLD.
CheckmarkValue prop
Out-of-sample edge: 32.1% annualized return, Calmar 1.42, max drawdown ~22.6%. With cash during leadership fades and 2x Nasdaq bets, it seeks higher upside than the S&P with disciplined risk controls.
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
538.48%10.47%2.19%5.01%0.6
XLK vs XLU l May 30 2007
19,883.27%32.93%2.68%-2.84%1.1
Initial Investment
$10,000.00
Final Value
$1,998,327.24
Regulatory Fees
$5,824.67
Total Slippage
$35,136.45
Invest in this strategy
OOS Start Date
Dec 29, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, mean reversion, sector leadership, leveraged etfs, risk-on/risk-off, market timing
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 toQLD. 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 32.09%. 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, crypto, and options.