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Ob Os Staple my Bonds V0.1 IGLB (21,17,2009)
Today’s Change

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

About

Daily RSI switch: buy QQQ only when it’s very oversold (10‑day RSI ≤ 30); otherwise hold whichever is more oversold between Consumer Staples (XLP) and long investment‑grade corporate bonds (IGLB). A simple mean‑reversion, defensive tilt.
NutHow it works
Each day, it checks a 10‑day “oversold” score (RSI) on QQQ (Nasdaq‑100, tech‑heavy). RSI is a 0–100 gauge of recent drops vs rises; 30 or less = oversold. If QQQ’s RSI ≤ 30: own QQQ 100%. Else: compare XLP (Consumer Staples stocks) vs IGLB (long, high‑quality corporate bonds) by the same score; own the one with the lower RSI (more beaten‑down). Recheck daily.
CheckmarkValue prop
Low-beta diversifier: OOS return 12.0%, Sharpe 1.13, Calmar 1.54, beta ~0.27. Helps diversify a core S&P portfolio with a transparent RSI-based rotation among QQQ, XLP and IGLB.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.130.470.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
716.75%13.89%-1.37%0.68%0.84
1,920.81%20.46%5.78%7.21%1.36
Initial Investment
$10,000.00
Final Value
$202,080.70
Regulatory Fees
$1,521.86
Total Slippage
$9,805.94
Invest in this strategy
OOS Start Date
May 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical mean-reversion, rsi-based, etf rotation, qqq/xlp/iglb, defensive tilt, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toIGLB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.80%. 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 the symphony, 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.