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Symphonies
XLU Utilities testing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy that compares Utilities vs Technology. If Utilities lead, it favors utilities/bonds/cash and other defensive picks; if not, it rides QQQ—unless Tech looks overheated, then it shifts to a risk‑managed basket of utility stocks.
NutHow it works
Each day it compares a “strength” score (RSI: are there more recent gains than losses?) for Tech vs Utilities. If Utilities lead, it rotates among utilities, Treasuries, cash‑like T‑bills, and other defensive picks, with small risk‑on tilts when short‑term trends improve. If Tech leads, it usually holds QQQ; but if Tech looks too hot (score >65), it shifts into a diversified basket of steadier utility stocks.
CheckmarkValue prop
Out-of-sample Sharpe ~1.61 and Calmar ~1.35 signal strong risk-adjusted upside. With beta ~0.52, the strategy targets growth with lower market risk, using tech-defensive rotations to aim for solid returns and comparable drawdowns versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.660.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
348.84%13.7%1.36%5.73%0.82
XLU Utilities testing
1,297.03%25.28%-2.92%6.26%1.4
Initial Investment
$10,000.00
Final Value
$139,702.96
Regulatory Fees
$599.05
Total Slippage
$3,786.26
Invest in this strategy
OOS Start Date
Oct 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, utilities tilt, momentum/rsi, defensive vs risk-on, daily rebalance
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 Utilities testing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLU Utilities testing" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLU Utilities testing" has returned 25.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLU Utilities testing" is 18.95%. 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 Utilities testing", 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.