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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 daily Utilities-only strategy that flips between XLU (long Utilities) and SDP (-2× inverse Utilities). It uses moving-average trends and an RSI “hot/cold” gauge to buy XLU on dips in downtrends and fade spikes with SDP during uptrends.
NutHow it works
It trades only Utilities. It first judges the trend using average prices over 10, 50, 100, 200 days (shorter above longer = uptrend). In uptrends it holds XLU (long Utilities) unless Utilities look “too hot” by an RSI gauge (0–100 speed-of-move meter); if hot, it flips to SDP, which moves about 2× opposite Utilities. In downtrends it usually holds SDP, but if Utilities look “too cold” (RSI low) it buys XLU for a rebound. 100% in one ETF, rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 27.55% annualized return vs 17.81% S&P, max drawdown 8.70% vs 18.76%, Sharpe 1.41 vs 0.91. Daily 100% Utilities with trend + mean-reversion offers superior risk-adjusted gains and downside protection.

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Invest in this strategy
OOS Start Date
Jan 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Utilities sector, trend + mean reversion, rsi, moving averages, etf switching, inverse leveraged etf
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.

"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 27.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlu ftlt" is 8.70%. 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, crypto, and options.