Skip to Content
Symphonies
Dr Staple my Bonds IGLB (20,17,2009)
Today’s Change
—

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

About

Daily mean‑reversion: buy QQQ or SPY only after sharp drops (RSI<30). Otherwise, split between the most beaten‑down choices from two pairs: staples vs long corporate bonds, and healthcare vs long corporate bonds.
NutHow it works
RSI(10) ≈ a 0–100 gauge of how hard something fell lately (under 30 = very oversold). Daily: if QQQ (Nasdaq‑100 tech) RSI<30, go 100% QQQ; else if SPY (S&P 500) RSI<30, go 100% SPY; else pick the more oversold in each pair and split: XLP (consumer staples) vs IGLB (long‑term corp bonds), and XLV (healthcare) vs IGLB. If IGLB wins both, you may be 100% IGLB.
CheckmarkValue prop
Out-of-sample edge with far lower beta (~0.30) and drawdowns (~3.6% vs 5.1% S&P), plus strong Calmar (~5.6) and Sharpe (~2.04). Steadier, risk‑adjusted gains and diversification vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.520.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
715.73%13.87%-0.15%0.4%0.84
Dr Staple my Bonds IGLB (20,17,2009)
1,852.13%20.19%5.43%7.08%1.35
Initial Investment
$10,000.00
Final Value
$195,212.78
Regulatory Fees
$1,527.36
Total Slippage
$9,767.65
Invest in this strategy
OOS Start Date
May 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi(10), equity-bond rotation, sector rotation, defensive tilt, 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
State Street 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 toXLPandXLV. 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 26.06%. 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, and options.