Dr Staple my Bonds IGLB (20,17,2009)
Today’s Change (Apr 14, 2026)
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About
A daily, contrarian “buy the dip” plan: buy QQQ or SPY only when short‑term selling looks extreme; otherwise hold the more sold‑off picks between defensive stock sectors (XLP, XLV) and long‑duration investment‑grade bonds (IGLB).
RSI is a 0–100 gauge of recent price losses vs gains; below 30 = very sold‑off. Each day: if QQQ (Nasdaq‑100) has 10‑day RSI<30, put 100% in QQQ. Else if SPY (S&P 500) RSI<30, put 100% in SPY. Otherwise split 50/50 between the more sold‑off choices: XLP (Consumer Staples) vs IGLB (long‑term investment‑grade corporate bonds), and XLV (Health Care) vs IGLB.
Out-of-sample proof: a dip-buying, mean-reversion strategy with far better risk control than SPY. Max drawdown 3.6% vs 5.1% for SPY; Calmar ~5.55; Sharpe ~2.04. It targets oversold rebounds for steadier, higher risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.12 | 0.53 | 0.39 | 0.63 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 719.13% | 13.8% | 3.88% | -0.84% | 0.84 | |
| 1,803.01% | 19.86% | 1.85% | 2.74% | 1.33 |
Initial Investment
$10,000.00
Final Value
$190,300.67Regulatory Fees
$1,584.05
Total Slippage
$10,145.71
Invest in this strategy
OOS Start Date
May 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi, sector rotation, equities vs bonds, defensive tilt, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total