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Symphonies
10d RSI SPY v CORP
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys SPY only when U.S. stocks look more “sold off” than corporate bonds over the last ~10 days (using RSI). Otherwise it sits in BIL (T‑bills). A simple dip‑buying, risk‑on/risk‑off switch between stocks and cash‑like safety.
NutHow it works
Each day it compares a 10‑day “RSI” score for two funds: SPY (large U.S. stocks) and CORP (investment‑grade corporate bonds). RSI is a 0–100 score of recent up vs. down days—low = recently fell, high = recently rose. If SPY’s score is lower than CORP’s, it buys SPY. Otherwise it holds BIL (very short‑term U.S. T‑bills). Rechecked daily.
CheckmarkValue prop
Out-of-sample edge: 34.8% annualized vs 27.9% SPY, Sharpe 4.46 vs 2.34, drawdown ~2% vs ~5%, Calmar ~17.5. It buys SPY only on a relative oversold signal, otherwise stays in cash—higher upside with lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.560.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
683.31%14.44%2.19%5.01%0.88
10d RSI SPY v CORP
1,019.81%17.15%0.04%6.65%1.3
Initial Investment
$10,000.00
Final Value
$111,980.69
Regulatory Fees
$648.05
Total Slippage
$4,418.71
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, rsi, mean reversion, cross-asset signal, equities vs bonds, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
SPY
SPDR S&P 500 ETF Trust
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.

"10d RSI SPY v CORP" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10d RSI SPY v CORP" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10d RSI SPY v CORP" has returned 34.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10d RSI SPY v CORP" is 2.00%. 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 "10d RSI SPY v CORP", 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.