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Symphonies
Health Staples Bonds 5-1-2025
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian mix of defensive stocks and bonds. It runs two picks: Staples vs Bonds and Health Care vs Bonds. Using a 10‑day RSI (lower = more recently sold off), it buys the weaker one in each pair and equal‑weights the two picks.
NutHow it works
Two sleeves pick one asset each, daily. Sleeve A: Consumer Staples (XLP) vs a bond fund (VBF). Sleeve B: Health Care (XLV) vs the same bond fund. It computes a 10‑day RSI for each pair—RSI is a 0–100 score of recent up vs down days; lower = more sold off—and buys the lower one. The two picks are equal‑weighted.
CheckmarkValue prop
Defensive, contrarian RSI sleeves (Staples/Health Care vs Bonds) target mean reversion and lower risk. Out-of-sample: 6.75% annualized return, 4.35% max drawdown, Calmar 1.55 — lower downside vs S&P with solid risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.410.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
736.1%8.12%-1.73%-4.49%0.5
Health Staples Bonds 5-1-2025
4,283.86%14.92%-0.41%0.38%1.08
Initial Investment
$10,000.00
Final Value
$438,386.24
Regulatory Fees
$4,910.43
Total Slippage
$26,782.20
Invest in this strategy
OOS Start Date
May 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, rsi, sector rotation, defensive sectors, bonds, daily rebalancing
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
VBF
INVESCO BOND FUND
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.

"Health Staples Bonds 5-1-2025" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Health Staples Bonds 5-1-2025" is currently allocated toXLPandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Health Staples Bonds 5-1-2025" has returned 5.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Health Staples Bonds 5-1-2025" is 5.76%. 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 "Health Staples Bonds 5-1-2025", 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.