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

About

A simple switch: when the consumer sector (XLY) is extremely hot (10‑day RSI > 80), move into UVXY to bet on a volatility spike; otherwise sit in BIL (T‑Bills). It’s a contrarian, high‑risk timing bet that mostly stays in cash-like T‑Bills.
NutHow it works
Check the consumer discretionary ETF (XLY) each day. If its 10‑day RSI is above 80 (very hot/overbought), switch 100% into UVXY, a volatility fund that can jump if markets drop. If RSI is 80 or below, hold BIL, a T‑Bill fund. No scheduled rebalancing; trade only when the signal flips.
CheckmarkValue prop
Out-of-sample edge: lower drawdown (9.46% vs SPY 18.76%), Calmar ~1.89 and Sharpe ~1.06. Tactical hedge: switch to UVXY on extreme XLY momentum, otherwise hold BIL cash—delivering smoother, more resilient risk-adjusted returns vs the S&P 500.
1M
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YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.17-0.060.01-0.07
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
XLY RSI Test
704.65%15.89%0.33%0.98%1.09
Initial Investment
$10,000.00
Final Value
$80,465.48
Regulatory Fees
$59.43
Total Slippage
$405.24
Invest in this strategy
OOS Start Date
Feb 2, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi timing, volatility hedge, tactical, rules-based, uvxy vs t‑bills, consumer discretionary signal
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.

"XLY RSI Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "XLY RSI Test" has returned 17.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLY RSI Test" is 9.46%. 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 "XLY RSI Test", 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.