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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 rotates into one “safer” bond or defensive‑sector fund—the one that has dropped the most over the last 10 days (lowest RSI)—to bet on a short‑term rebound. It holds a single fund and can switch frequently.
NutHow it works
Each day it checks a 10‑day “recently sold off” score (RSI: compares recent up vs down days; lower = fell more). From a short list of safer funds—BSV (short‑term bonds), TLT (long Treasuries), LQD (corporate bonds), VBF (bond fund), XLP/XLV/XLU (defensive stock sectors), UGE (2× staples)—it buys the single fund with the lowest score, aiming for a quick bounce. It usually holds just one fund at a time and rechecks daily.
CheckmarkValue prop
Compelling risk-adjusted edge: out-of-sample annualized return 38.3% vs S&P 15.3%, Sharpe 1.83 vs 1.31, Calmar 4.22. Slightly higher max drawdown (~9.1%), but profits come from daily mean-reversion into safer assets.
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
523.53%10.23%-1.77%0.2%0.59
Bond Selection 10D RSI
371,277.92%54.88%-1.54%14.82%1.64
Initial Investment
$10,000.00
Final Value
$37,137,792.17
Regulatory Fees
$284,823.45
Total Slippage
$1,990,140.45
Invest in this strategy
OOS Start Date
Oct 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Bond/defensive rotation, mean reversion, rsi(10), daily rebalance, single-position
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 toXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bond Selection 10D RSI" has returned 36.39%. 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.