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

About

A utilities-only strategy that switches between XLU (own utilities) and SDP (-2x short utilities) using trend filters and RSI. Generally long in uptrends, shorts overheated rallies, and buys dips when utilities look washed out.
NutHow it works
Each day it looks only at U.S. utilities: XLU (long) and SDP (-2x inverse). It first checks three moving averages of XLU (10/50/100/200-day) to label the trend. Then it uses RSI—a 0–100 “speedometer” of recent buying/selling (hot > ~70, cold < ~30–40)—to act. In strong uptrends it mostly holds XLU, flipping to SDP only if XLU looks very hot. In weak/downtrends it more often holds SDP, but buys XLU on sharp, oversold dips. Fully invested; rebalanced daily.
CheckmarkValue prop
Out-of-sample, this utilities-only trend/RSI strategy beats the S&P: 25.28% oos annualized return vs 17.38%, max drawdown 11.89% vs 18.76%, Sharpe 1.35 vs 0.93, beta ~0.33, Calmar ~2.13.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.380.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
597.38%10.77%6.16%5.09%0.62
xlu ftlt
5,325.33%23.41%0.95%3.09%0.98
Initial Investment
$10,000.00
Final Value
$542,532.54
Regulatory Fees
$3,294.16
Total Slippage
$18,989.90
Invest in this strategy
OOS Start Date
Jan 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Utilities sector, tactical long/short, trend-following, rsi timing, leveraged inverse etf, daily rebalanced
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SDP
ProShares UltraShort Utilities
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.

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

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

Year-to-date, "xlu ftlt" has returned 22.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlu ftlt" is 14.84%. 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 "xlu 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.