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Symphonies
XLP RSI FR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If consumer‑staples strength gets unusually hot (XLP 10‑day RSI > 77), go half SH (short S&P 500) and half UVXY (long volatility). Otherwise sit in BIL (T‑bills). Checked and rebalanced each day.
NutHow it works
Each day, it checks how “overheated” consumer‑staples stocks look using a 10‑day RSI on XLP (a 0–100 gauge of how quickly price has risen; >77 = unusually strong). If RSI > 77, it treats that as a risk‑off alarm and moves 50/50 into SH (inverse S&P 500; up when stocks fall) and UVXY (spikes when market fear/volatility jumps). Otherwise it parks in BIL (T‑bills, cash‑like). Rebalanced daily.
CheckmarkValue prop
Defensive, rule-based sleeve: RSI triggers risk-off with a 50/50 UVXY/SH split; otherwise stays in BIL. Out-of-sample drawdowns are far smaller than SPY (≈4.7% vs ≈18.8%), providing diversification and capital preservation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.1-0.060.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
658.16%15.02%-2.54%-4.14%0.92
XLP RSI FR
223.2%8.44%0.29%-1.18%0.87
Initial Investment
$10,000.00
Final Value
$32,320.38
Regulatory Fees
$53.28
Total Slippage
$347.55
Invest in this strategy
OOS Start Date
Feb 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, risk-off filter, rsi-based, daily rebalance, long volatility (uvxy), short equity (sh), defensive signal (xlp), cash in t-bills (bil)
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SH
ProShares Short S&P500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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 RSI FR" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLP RSI FR" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLP RSI FR" has returned 2.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLP RSI FR" is 8.26%. 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 RSI FR", 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.