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

About

A daily switcher between XLP (Consumer Staples) and SZK (its −2× inverse). It uses long-term trend plus an “overbought/oversold” score (RSI) and short-term averages to flip: favor XLP in uptrends, use SZK when overheated; in downtrends, often SZK unless oversold.
NutHow it works
Each day it looks at the Consumer Staples sector via XLP. First it checks the long-term trend (200‑day avg vs 400‑day). In uptrends it holds XLP unless the sector looks overheated—RSI (a 0–100 “heat” gauge) is very high—then it flips to SZK, an ETF that rises when Staples fall (about −2×). In downtrends it often holds SZK, but will switch to XLP if price is firm vs 20–50‑day averages or looks washed‑out (low RSI), aiming to catch bounces.
CheckmarkValue prop
Smart risk-adjusted exposure to Consumer Staples: out-of-sample return ~10.38% with max drawdown ~8.53%, Sharpe ~0.78, Calmar ~1.22, and beta ~0.23—delivering upside participation with far less downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.460.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
559.77%10.39%-1.77%0.2%0.6
xlp ftlt
1,264.99%14.67%-0.12%-2.26%0.87
Initial Investment
$10,000.00
Final Value
$136,499.27
Regulatory Fees
$290.92
Total Slippage
$1,740.50
Invest in this strategy
OOS Start Date
Jan 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Consumer staples, sector timing, trend + mean reversion, inverse/leveraged etf, daily rebalanced
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SZK
ProShares UltraShort Consumer Staples
Stocks
XLP
State Street Consumer Staples 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.

"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 2.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlp ftlt" is 10.79%. 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, and options.