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Dr Staple my Bonds IGLB (20,17,2009)
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, buy‑the‑dip strategy. If the Nasdaq‑100 (QQQ) is very beaten down, buy it; else if the S&P 500 (SPY) is, buy it. Otherwise split between whichever is more beaten down among Consumer Staples (XLP), Health Care (XLV), and long corporate bonds (IGLB).
NutHow it works
Rebalances daily using a 10‑day RSI (a 0–100 “recent move” score). 1) If QQQ’s RSI < 30, hold 100% QQQ. 2) Else if SPY’s RSI < 30, hold 100% SPY. 3) Otherwise split 50/50 across two choices: • Pick the weaker of XLP vs IGLB. • Pick the weaker of XLV vs IGLB.
CheckmarkValue prop
Out-of-sample edge: lower drawdown (3.6% vs 5.1% SPY), strong risk-adjusted returns (Sharpe 2.13, Calmar 5.80) and 20.95% annualized, delivering steadier growth and downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.120.530.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
723.5%14.05%2.19%5.01%0.85
1,746.6%19.94%1.38%2.27%1.33
Initial Investment
$10,000.00
Final Value
$184,660.25
Regulatory Fees
$1,477.76
Total Slippage
$9,443.67
Invest in this strategy
OOS Start Date
May 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, tactical asset allocation, etfs, rsi, sector rotation, long-duration bonds, daily rebalancing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
XLP
State Street Consumer Staples 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.

"Dr Staple my Bonds IGLB (20,17,2009)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dr Staple my Bonds IGLB (20,17,2009)" is currently allocated toXLVandIGLB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dr Staple my Bonds IGLB (20,17,2009)" has returned 20.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dr Staple my Bonds IGLB (20,17,2009)" is 3.61%. 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 "Dr Staple my Bonds IGLB (20,17,2009)", 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.