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Symphonies
Ob Os Staple my Bonds V0.1 IGLB (21,17,2009)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, buy the dip: if QQQ looks very beaten‑down on a 10‑day RSI, own QQQ; otherwise own whichever is more beaten‑down between consumer‑staples stocks (XLP) and long‑term investment‑grade corporate bonds (IGLB). Single‑ETF, mean‑reversion bet.
NutHow it works
Each day: 1) Score recent price moves with RSI (Relative Strength Index), a 0–100 meter; low = recently fell. 2) If big‑tech fund QQQ’s 10‑day RSI ≤ 30, buy QQQ. 3) Otherwise, buy the lower‑RSI of XLP (everyday‑goods stocks) or IGLB (long‑term corporate bonds). Hold 100% until next day.
CheckmarkValue prop
Low market beta (~0.27) with a solid out-of-sample risk-adjusted edge: Sharpe ~1.13, Calmar ~1.54, and ~12% annualized return. RSI dip-buy on QQQ or defensive XLP/IGLB offers diversification and disciplined upside versus the S&P 500.

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Invest in this strategy
OOS Start Date
May 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Etf, mean reversion, rsi, tactical rotation, daily rebalance, tech, consumer staples, corporate bonds
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 toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.18%. 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.