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Symphonies
Ob Os Staple my Bonds V0.0 (23,19,1999)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple RSI-based rotation: when QQQ looks oversold (RSI ≤ 30), buy QQQ; otherwise rotate into the more oversold of XLP or VBF; rebalance daily with a single-asset position.
NutHow it works
- Daily, compute RSI(10) on QQQ. If RSI <= 30, buy/hold QQQ (allocate 100% cash to QQQ). - If RSI(QQQ) > 30, compute RSI(10) for XLP and VBF. Sort these two by RSI and pick the one with the lower RSI (the most oversold). - Allocate 100% to that chosen asset (either XLP or VBF). - Repeat daily, rebalancing to the single selected asset. - All positions are intended to be long-only in the chosen asset for that day; the code snippet does not show a separate short-on-overbought rule.
CheckmarkValue prop
RSI-driven daily rotation, 100% in the most oversold asset. OOS drawdown 7.68% vs S&P 13.73%; Calmar 2.45, Sharpe 1.04. 18.82% annualized return. Simpler, downside-controlled exposure with potential for solid upside.

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Invest in this strategy
OOS Start Date
Mar 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Rule-based, rsi-driven, tactical rotation, single-asset position, equity-focused with defensive/alternative sleeve
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples 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.

"Ob Os Staple my Bonds V0.0 (23,19,1999)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ob Os Staple my Bonds V0.0 (23,19,1999)" is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ob Os Staple my Bonds V0.0 (23,19,1999)" has returned 17.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ob Os Staple my Bonds V0.0 (23,19,1999)" is 7.68%. 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 "Ob Os Staple my Bonds V0.0 (23,19,1999)", 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.