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Symphonies
xlp ftlt
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switches between XLP (consumer‑staples) and SZK (−2× inverse staples) using long‑term trend and short‑term overbought/oversold signals. Generally long XLP in strong trends, and uses SZK for pullbacks or in weak regimes.
NutHow it works
It holds one of two funds: XLP (big consumer‑staples stocks like P&G, Coca‑Cola) or SZK (aims for about −2× the sector’s daily move). RSI (0–100) gauges how stretched a move is: high=overbought, low=oversold. It also checks 20/50/200/400‑day average prices. Long‑term strong trend: hold XLP unless it looks very overbought, then use SZK for a pullback. Weak trend: favor SZK unless price is very weak/RSI very low, then hold XLP. Rebalances daily.
CheckmarkValue prop
Out-of-sample: max drawdown 8.53% vs 18.76% for the S&P, Calmar ~0.47, and a steadier risk profile. A disciplined, trend-based rotation that protects capital while seeking modest growth—not just chasing S&P gains.

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Invest in this strategy
OOS Start Date
Jan 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, consumer staples, trend + mean reversion, rsi, moving averages, leveraged inverse etf, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"xlp ftlt" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"xlp ftlt" is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "xlp ftlt" has returned 3.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlp ftlt" is 8.53%. 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 "xlp ftlt", 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.