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Symphonies
Bond Selection 10D RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, buy the most recently sold‑off fund from a defensive list (bonds and staples/health care/utilities) using a 10‑day RSI signal, and hold the rest in cash. A short‑term, contrarian, lower‑risk tilt with frequent rebalancing.
NutHow it works
Each day it scans 8 “defensive” funds: BSV (short‑term US bonds), TLT (long Treasuries), LQD (IG corporate bonds), VBF (bond fund), XLP/UGE (consumer staples; UGE is 2×), XLV (health care), XLU (utilities). It computes a 10‑day RSI (a 0–100 gauge of recent ups vs downs), buys the one with the lowest RSI (most recently sold off), and keeps roughly half the portfolio in cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: a defensive daily RSI mean-reversion strategy targeting ~38% annual return with ~9% max drawdown and Sharpe ~1.83, versus S&P ~15% return, ~5% drawdown and Sharpe ~1.31. Higher risk-adjusted upside with a cash buffer.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.590.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
533.31%10.34%0.54%-0.34%0.6
Bond Selection 10D RSI
373,174.16%55.03%2.63%14.06%1.64
Initial Investment
$10,000.00
Final Value
$37,327,416.11
Regulatory Fees
$282,736.03
Total Slippage
$1,975,251.81
Invest in this strategy
OOS Start Date
Oct 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive, mean reversion, bonds, sectors, rsi(10), daily rebalance, cash buffer, inverse volatility, contrarian
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UGE
ProShares Ultra Consumer Staples
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLV
State Street Health Care 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.

"Bond Selection 10D RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bond Selection 10D RSI" is currently allocated toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bond Selection 10D RSI" has returned 41.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bond Selection 10D RSI" is 9.09%. 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 "Bond Selection 10D RSI", 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.